+52.1%
JNJ vs EOG
+28.1%
+24.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -3.5% | +1.5% | -5.0% | -3.6% |
| 30D | +2.3% | +2.9% | -0.6% | +2.1% |
| 3M | +12.0% | +8.7% | +3.2% | +10.9% |
| 6M | +10.5% | +12.9% | -2.4% | +9.0% |
| YTD | +30.4% | +43.8% | -13.4% | +25.3% |
| 1Y | +52.1% | +27.1% | +25.1% | +45.4% |
| All | +52.1% | +28.1% | +24.1% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling