+192.5%
JNJ vs ET
+177.0%
+15.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -3.5% | +0.2% | -3.7% | -3.5% |
| 30D | +2.3% | +2.9% | -0.6% | +2.0% |
| 3M | +12.0% | +16.8% | -4.8% | +10.5% |
| 6M | +10.5% | +18.9% | -8.4% | +8.8% |
| YTD | +30.4% | +37.7% | -7.3% | +26.7% |
| 1Y | +52.1% | +32.4% | +19.7% | +48.3% |
| 3Y | +77.8% | +99.5% | -21.7% | +65.8% |
| 5Y | +82.9% | +244.0% | -161.1% | +61.0% |
| All | +192.5% | +177.0% | +15.5% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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