+51.2%
JNJ vs EOSE
-85.5%
+136.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +12.6% | -8.8% | +4.1% |
| 7D | +1.9% | +9.7% | -7.8% | +2.2% |
| 30D | +9.2% | -34.6% | +43.8% | +8.2% |
| 3M | +8.9% | -50.8% | +59.7% | +7.2% |
| 6M | +24.6% | -66.5% | +91.0% | +22.2% |
| YTD | +35.7% | -81.3% | +117.0% | +33.4% |
| 1Y | +51.2% | -84.8% | +136.0% | +48.6% |
| All | +51.2% | -85.5% | +136.7% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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