+157.1%
JNJ vs EQX
+232.0%
-74.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -3.5% | -3.2% | -0.3% | -3.5% |
| 30D | +2.3% | +7.8% | -5.5% | +2.2% |
| 3M | +12.0% | +21.3% | -9.4% | +11.6% |
| 6M | +10.5% | -22.4% | +32.9% | +10.8% |
| YTD | +30.4% | -11.3% | +41.7% | +30.5% |
| 1Y | +52.1% | +13.5% | +38.6% | +51.6% |
| 3Y | +77.8% | +162.1% | -84.3% | +74.1% |
| 5Y | +82.9% | +84.2% | -1.3% | +78.4% |
| All | +157.1% | +232.0% | -74.9% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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