+83.7%
JNJ vs ES
-5.6%
+89.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.0% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +7.4% | -2.0% | +9.3% | +7.9% |
| 3M | +21.2% | +1.7% | +19.5% | +20.7% |
| 6M | +13.4% | -3.5% | +16.9% | +14.4% |
| YTD | +35.1% | +7.9% | +27.2% | +32.1% |
| 1Y | +57.4% | +17.2% | +40.3% | +48.8% |
| 3Y | +86.8% | +29.3% | +57.5% | +69.9% |
| All | +83.7% | -5.6% | +89.3% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling