+84.2%
JNJ vs EOSE
-70.0%
+154.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -3.5% | +1.8% | -5.3% | -3.5% |
| 30D | +2.3% | -6.8% | +9.2% | +2.3% |
| 3M | +12.0% | -36.3% | +48.3% | +11.9% |
| 6M | +10.5% | -38.8% | +49.2% | +10.4% |
| YTD | +30.4% | -65.5% | +95.9% | +30.3% |
| 1Y | +52.1% | -45.3% | +97.4% | +51.9% |
| 3Y | +77.8% | +44.2% | +33.6% | +77.0% |
| All | +84.2% | -70.0% | +154.2% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling