+11.3%
JNJ vs EOSE
-31.4%
+42.7%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.9% |
| 7D | -3.0% | +15.0% | -17.9% | -2.4% |
| 30D | +2.5% | +2.5% | 0.0% | +2.6% |
| 3M | +13.2% | -33.7% | +47.0% | +12.4% |
| 6M | +11.3% | -32.7% | +44.0% | +10.4% |
| All | +11.3% | -31.4% | +42.7% | +10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling