+8,902.0%
JNJ vs ES
+1,229.2%
+7,672.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | +4.3% | -0.1% | +4.4% | +4.3% |
| 30D | +7.9% | +5.7% | +2.2% | +6.3% |
| 3M | +9.4% | -2.8% | +12.2% | +10.1% |
| 6M | +28.8% | +7.0% | +21.9% | +26.4% |
| YTD | +38.5% | +6.8% | +31.7% | +35.7% |
| 1Y | +54.6% | -0.5% | +55.1% | +53.7% |
| 3Y | +108.4% | +47.2% | +61.2% | +84.4% |
| 5Y | +99.6% | +2.3% | +97.4% | +93.2% |
| 10Y | +207.8% | +85.6% | +122.1% | +154.0% |
| All | +8,902.0% | +1,229.2% | +7,672.8% | +4,409.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling