+78.8%
JNJ vs ENTG
+48.2%
+30.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -0.7% |
| 7D | -3.0% | +8.9% | -11.9% | -2.6% |
| 30D | +2.5% | -0.8% | +3.3% | +2.6% |
| 3M | +13.2% | +6.6% | +6.7% | +13.7% |
| 6M | +11.3% | +22.1% | -10.8% | +12.0% |
| YTD | +31.1% | +70.2% | -39.0% | +33.2% |
| 1Y | +54.3% | +76.7% | -22.4% | +57.1% |
| All | +78.8% | +48.2% | +30.6% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 3y: compounded portfolio wealth divided by compounded ENTG 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…
3y analysis · Full analysis span regression · 6 months rolling