+51.2%
JNJ vs EQT
-3.4%
+54.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.2% | +7.0% | +3.9% |
| 7D | +1.9% | -6.6% | +8.5% | +2.3% |
| 30D | +9.2% | +2.7% | +6.5% | +8.8% |
| 3M | +8.9% | -0.2% | +9.1% | +8.8% |
| 6M | +24.6% | -10.6% | +35.1% | +24.7% |
| YTD | +35.7% | -1.2% | +36.8% | +35.7% |
| 1Y | +51.2% | -4.9% | +56.1% | +51.5% |
| All | +51.2% | -3.4% | +54.6% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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