+192.5%
JNJ vs ETN
+730.7%
-538.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.8% |
| 7D | -3.5% | +3.5% | -7.0% | -4.0% |
| 30D | +2.3% | -7.5% | +9.8% | +3.3% |
| 3M | +12.0% | +8.3% | +3.7% | +10.0% |
| 6M | +10.5% | +20.2% | -9.7% | +6.2% |
| YTD | +30.4% | +34.7% | -4.3% | +22.8% |
| 1Y | +52.1% | +19.4% | +32.7% | +45.7% |
| 3Y | +77.8% | +85.5% | -7.7% | +48.1% |
| 5Y | +82.9% | +186.6% | -103.7% | +31.9% |
| All | +192.5% | +730.7% | -538.2% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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