+54.9%
JNJ vs ESI
+34.0%
+20.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | -0.5% |
| 7D | -4.3% | -2.3% | -2.0% | -4.5% |
| 30D | +3.0% | -9.0% | +12.1% | +2.5% |
| 3M | +12.2% | -13.3% | +25.5% | +10.9% |
| 6M | +10.5% | +5.3% | +5.2% | +8.5% |
| YTD | +30.8% | +37.6% | -6.8% | +28.6% |
| 1Y | +54.9% | +33.6% | +21.3% | +52.0% |
| All | +54.9% | +34.0% | +20.9% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling