+86.5%
JNJ vs ETHA
-30.1%
+116.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.8% |
| 7D | -3.0% | +2.9% | -5.9% | -2.9% |
| 30D | +2.5% | +31.4% | -28.9% | +3.1% |
| 3M | +13.2% | +48.9% | -35.6% | +14.2% |
| 6M | +11.3% | +20.9% | -9.6% | +11.9% |
| YTD | +31.1% | -17.2% | +48.3% | +31.4% |
| 1Y | +54.3% | -42.8% | +97.1% | +54.2% |
| All | +86.5% | -30.1% | +116.6% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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