+95.0%
JNJ vs ES
+1.4%
+93.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +2.3% |
| 7D | +1.1% | +1.9% | -0.8% | +0.5% |
| 30D | +6.9% | +7.1% | -0.2% | +4.8% |
| 3M | +8.0% | -1.9% | +10.0% | +8.5% |
| 6M | +24.3% | +4.4% | +19.9% | +22.7% |
| YTD | +35.6% | +7.3% | +28.3% | +32.6% |
| 1Y | +51.1% | +2.1% | +48.9% | +49.0% |
| 3Y | +98.3% | +41.8% | +56.4% | +74.9% |
| All | +95.0% | +1.4% | +93.6% | +89.4% |
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