+138.4%
JNJ vs ESTC
+19.3%
+119.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | -0.2% |
| 7D | -4.3% | -13.2% | +8.8% | -4.1% |
| 30D | +3.0% | +9.3% | -6.3% | +2.8% |
| 3M | +12.2% | +37.3% | -25.1% | +11.4% |
| 6M | +10.5% | +61.0% | -50.5% | +9.1% |
| YTD | +30.8% | +10.7% | +20.1% | +30.3% |
| 1Y | +54.9% | -7.2% | +62.1% | +55.1% |
| 3Y | +80.7% | +7.2% | +73.5% | +76.9% |
| 5Y | +83.4% | -47.7% | +131.1% | +85.4% |
| All | +138.4% | +19.3% | +119.1% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling