+126.5%
JNJ vs EOSE
-60.2%
+186.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.3% |
| 7D | -4.3% | +14.0% | -18.3% | -4.3% |
| 30D | +3.0% | -5.9% | +8.9% | +3.0% |
| 3M | +12.2% | -34.3% | +46.5% | +12.1% |
| 6M | +10.5% | -37.8% | +48.2% | +10.4% |
| YTD | +30.8% | -65.2% | +96.0% | +30.5% |
| 1Y | +54.9% | -41.9% | +96.9% | +54.8% |
| 3Y | +80.7% | +44.6% | +36.1% | +80.9% |
| 5Y | +83.4% | -69.2% | +152.6% | +79.4% |
| All | +126.5% | -60.2% | +186.7% | +137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling