+52.1%
JNJ vs EQT
+7.8%
+44.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -3.5% | -2.0% | -1.5% | -3.4% |
| 30D | +2.3% | 0.0% | +2.3% | +2.3% |
| 3M | +12.0% | +5.9% | +6.0% | +11.3% |
| 6M | +10.5% | -14.8% | +25.3% | +10.6% |
| YTD | +30.4% | +1.8% | +28.6% | +30.1% |
| 1Y | +52.1% | +7.4% | +44.8% | +51.6% |
| All | +52.1% | +7.8% | +44.3% | +51.6% |
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