+83.4%
JNJ vs ENTG
+15.6%
+67.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.7% | -0.3% |
| 7D | -4.3% | +5.1% | -9.5% | -4.2% |
| 30D | +3.0% | -8.5% | +11.6% | +2.9% |
| 3M | +12.2% | +6.7% | +5.5% | +12.2% |
| 6M | +10.5% | +17.7% | -7.3% | +10.3% |
| YTD | +30.8% | +63.5% | -32.7% | +30.6% |
| 1Y | +54.9% | +73.6% | -18.7% | +54.6% |
| 3Y | +80.7% | +44.6% | +36.1% | +78.3% |
| 5Y | +83.4% | +16.1% | +67.3% | +77.1% |
| All | +83.4% | +15.6% | +67.9% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling