+744.7%
JNJ vs ET
+1,447.8%
-703.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -0.8% |
| 7D | -3.0% | +0.6% | -3.6% | -3.0% |
| 30D | +2.5% | +5.3% | -2.8% | +2.0% |
| 3M | +13.2% | +15.6% | -2.4% | +11.7% |
| 6M | +11.3% | +20.6% | -9.3% | +9.3% |
| YTD | +31.1% | +38.5% | -7.4% | +27.1% |
| 1Y | +54.3% | +35.7% | +18.6% | +49.8% |
| 3Y | +81.1% | +98.4% | -17.2% | +68.6% |
| 5Y | +82.7% | +245.3% | -162.6% | +60.1% |
| 10Y | +196.5% | +173.7% | +22.7% | +156.3% |
| All | +744.7% | +1,447.8% | -703.1% | +349.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling