+8,399.1%
JNJ vs EQT
+2,995.6%
+5,403.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -4.3% | -1.2% | -3.2% | -4.2% |
| 30D | +3.0% | +1.1% | +1.9% | +2.9% |
| 3M | +12.2% | +4.8% | +7.4% | +11.6% |
| 6M | +10.5% | -10.6% | +21.0% | +11.6% |
| YTD | +30.8% | +3.4% | +27.3% | +29.9% |
| 1Y | +54.9% | +8.7% | +46.3% | +52.8% |
| 3Y | +80.7% | +35.0% | +45.7% | +71.1% |
| 5Y | +83.4% | +204.2% | -120.8% | +51.8% |
| 10Y | +195.7% | +52.5% | +143.2% | +147.1% |
| All | +8,399.1% | +2,995.6% | +5,403.5% | +3,947.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling