+341.9%
JNJ vs ESI
+198.2%
+143.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | +3.5% | +5.5% | -2.1% | +3.0% |
| 30D | +12.5% | -7.8% | +20.3% | +13.0% |
| 3M | +9.6% | -15.0% | +24.6% | +10.6% |
| 6M | +25.3% | -24.9% | +50.2% | +27.3% |
| YTD | +40.3% | +33.2% | +7.1% | +34.9% |
| 1Y | +49.6% | +24.9% | +24.7% | +44.6% |
| 3Y | +110.8% | +77.8% | +33.0% | +94.8% |
| 5Y | +99.1% | +37.1% | +62.0% | +86.9% |
| 10Y | +216.6% | +320.5% | -103.9% | +161.1% |
| All | +341.9% | +198.2% | +143.7% | +289.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling