+8,487.5%
JNJ vs EOG
+7,424.5%
+1,063.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -0.8% | -2.0% | +1.3% | -0.6% |
| 30D | +4.3% | +7.9% | -3.6% | +3.5% |
| 3M | +16.5% | +4.5% | +12.0% | +15.8% |
| 6M | +13.1% | +12.3% | +0.8% | +11.5% |
| YTD | +32.1% | +41.9% | -9.7% | +26.9% |
| 1Y | +54.5% | +27.8% | +26.6% | +49.9% |
| 3Y | +82.5% | +21.8% | +60.7% | +76.7% |
| 5Y | +80.0% | +174.0% | -94.0% | +56.3% |
| 10Y | +195.7% | +110.4% | +85.3% | +150.5% |
| All | +8,487.5% | +7,424.5% | +1,063.0% | +4,824.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling