+106.8%
JNJ vs ESTC
+13.7%
+93.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.5% | -2.6% | +4.1% | +1.4% |
| 30D | +6.3% | -8.6% | +14.9% | +6.1% |
| 3M | +8.5% | +14.4% | -5.9% | +9.0% |
| 6M | +28.0% | +73.3% | -45.3% | +30.3% |
| YTD | +37.7% | +15.7% | +21.9% | +39.4% |
| 1Y | +47.9% | -7.6% | +55.5% | +49.4% |
| All | +106.8% | +13.7% | +93.2% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling