+146.3%
JNJ vs ESTC
+31.2%
+115.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.3% | -1.1% |
| 7D | +2.7% | -8.1% | +10.8% | +2.8% |
| 30D | +7.4% | +31.7% | -24.3% | +6.7% |
| 3M | +21.2% | +41.1% | -19.8% | +20.2% |
| 6M | +13.4% | +77.1% | -63.7% | +11.8% |
| YTD | +35.1% | +21.7% | +13.4% | +34.4% |
| 1Y | +57.4% | +8.4% | +49.1% | +57.0% |
| 3Y | +86.8% | +23.6% | +63.2% | +82.0% |
| 5Y | +80.8% | -46.5% | +127.3% | +83.5% |
| All | +146.3% | +31.2% | +115.1% | +109.7% |
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 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