+8,374.5%
JNJ vs ETN
+20,763.6%
-12,389.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -1.0% |
| 7D | -3.5% | +3.5% | -7.0% | -4.1% |
| 30D | +2.3% | -7.5% | +9.8% | +3.6% |
| 3M | +12.0% | +8.3% | +3.7% | +9.4% |
| 6M | +10.5% | +20.2% | -9.7% | +5.2% |
| YTD | +30.4% | +34.7% | -4.3% | +21.3% |
| 1Y | +52.1% | +19.4% | +32.7% | +44.3% |
| 3Y | +77.8% | +85.5% | -7.7% | +49.0% |
| 5Y | +82.9% | +186.6% | -103.7% | +37.3% |
| 10Y | +194.8% | +724.7% | -529.9% | +71.3% |
| All | +8,374.5% | +20,763.6% | -12,389.1% | +2,292.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling