+991.5%
JNJ vs ENTG
+1,234.5%
-243.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -1.6% |
| 7D | +2.7% | +2.8% | -0.1% | +2.5% |
| 30D | +7.4% | -4.7% | +12.1% | +7.5% |
| 3M | +21.2% | -0.7% | +22.0% | +20.1% |
| 6M | +13.4% | +7.7% | +5.7% | +11.3% |
| YTD | +35.1% | +65.1% | -29.9% | +28.2% |
| 1Y | +57.4% | +74.8% | -17.4% | +48.2% |
| 3Y | +86.8% | +36.9% | +49.9% | +75.3% |
| 5Y | +80.8% | +16.1% | +64.7% | +68.0% |
| 10Y | +202.7% | +740.3% | -537.6% | +135.3% |
| All | +991.5% | +1,234.5% | -243.0% | +630.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling