+8,682.5%
JNJ vs EMR
+4,039.8%
+4,642.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.6% |
| 7D | +2.7% | -1.5% | +4.2% | +3.0% |
| 30D | +7.4% | -5.6% | +13.0% | +8.8% |
| 3M | +21.2% | +7.9% | +13.3% | +18.3% |
| 6M | +13.4% | +6.0% | +7.4% | +10.8% |
| YTD | +35.1% | +16.4% | +18.7% | +28.3% |
| 1Y | +57.4% | +16.6% | +40.8% | +49.0% |
| 3Y | +86.8% | +62.9% | +23.9% | +57.8% |
| 5Y | +80.8% | +60.1% | +20.7% | +51.2% |
| 10Y | +202.7% | +268.7% | -66.0% | +91.2% |
| All | +8,682.5% | +4,039.8% | +4,642.6% | +1,953.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling