+110.8%
JNJ vs ESI
+79.1%
+31.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | +3.5% | +5.5% | -2.1% | +3.6% |
| 30D | +12.5% | -7.8% | +20.3% | +12.3% |
| 3M | +9.6% | -15.0% | +24.6% | +9.2% |
| 6M | +25.3% | -24.9% | +50.2% | +24.8% |
| YTD | +40.3% | +33.2% | +7.1% | +37.6% |
| 1Y | +49.6% | +24.9% | +24.7% | +47.0% |
| 3Y | +110.8% | +77.8% | +33.0% | +101.0% |
| All | +110.8% | +79.1% | +31.7% | +101.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling