+221.6%
JNJ vs ES
+98.2%
+123.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | +3.5% | +2.7% | +0.7% | +2.5% |
| 30D | +12.5% | +7.6% | +5.0% | +9.6% |
| 3M | +9.6% | +0.5% | +9.1% | +9.2% |
| 6M | +25.3% | +7.6% | +17.7% | +22.0% |
| YTD | +40.3% | +10.2% | +30.1% | +34.9% |
| 1Y | +49.6% | +1.8% | +47.8% | +47.2% |
| 3Y | +110.8% | +55.4% | +55.4% | +73.8% |
| 5Y | +99.1% | +7.3% | +91.8% | +87.3% |
| All | +221.6% | +98.2% | +123.4% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling