+325.6%
JNJ vs ESI
+224.6%
+101.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.1% | -1.4% |
| 7D | +2.7% | +3.3% | -0.6% | +2.4% |
| 30D | +7.4% | -5.9% | +13.2% | +7.8% |
| 3M | +21.2% | -14.1% | +35.3% | +22.2% |
| 6M | +13.4% | +6.6% | +6.8% | +11.8% |
| YTD | +35.1% | +45.0% | -9.9% | +29.4% |
| 1Y | +57.4% | +41.5% | +16.0% | +50.8% |
| 3Y | +86.8% | +78.8% | +8.0% | +73.2% |
| 5Y | +80.8% | +70.9% | +9.9% | +66.7% |
| 10Y | +202.7% | +317.1% | -114.3% | +149.7% |
| All | +325.6% | +224.6% | +101.0% | +274.1% |
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