+192.5%
JNJ vs ETR
+296.9%
-104.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.5% | -1.8% | -1.7% | -3.0% |
| 30D | +2.3% | -1.8% | +4.1% | +2.8% |
| 3M | +12.0% | -3.6% | +15.6% | +13.2% |
| 6M | +10.5% | +2.6% | +7.9% | +9.3% |
| YTD | +30.4% | +16.0% | +14.4% | +24.2% |
| 1Y | +52.1% | +20.1% | +32.0% | +43.1% |
| 3Y | +77.8% | +143.6% | -65.8% | +30.4% |
| 5Y | +82.9% | +124.4% | -41.5% | +36.1% |
| All | +192.5% | +296.9% | -104.3% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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