+150.9%
JNJ vs ESTC
+24.7%
+126.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.5% | -2.6% | +4.1% | +1.5% |
| 30D | +6.3% | -8.6% | +14.9% | +6.5% |
| 3M | +8.5% | +14.4% | -5.9% | +8.0% |
| 6M | +28.0% | +73.3% | -45.3% | +26.2% |
| YTD | +37.7% | +15.7% | +21.9% | +37.0% |
| 1Y | +47.9% | -7.6% | +55.5% | +48.1% |
| 3Y | +107.4% | +14.6% | +92.8% | +102.7% |
| 5Y | +97.7% | -50.0% | +147.8% | +101.5% |
| All | +150.9% | +24.7% | +126.2% | +113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling