+8,859.6%
JNJ vs ES
+1,231.7%
+7,627.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +5.5% | +0.9% | +4.6% | +5.2% |
| 30D | +7.4% | +5.9% | +1.5% | +5.7% |
| 3M | +7.8% | -1.0% | +8.8% | +8.0% |
| 6M | +28.2% | +7.2% | +21.1% | +25.7% |
| YTD | +37.9% | +7.0% | +30.9% | +34.9% |
| 1Y | +52.4% | +0.5% | +51.9% | +51.1% |
| 3Y | +107.7% | +48.7% | +59.0% | +83.2% |
| 5Y | +96.5% | +1.9% | +94.6% | +90.4% |
| 10Y | +208.3% | +89.2% | +119.1% | +153.3% |
| All | +8,859.6% | +1,231.7% | +7,627.8% | +4,386.2% |
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