+84.2%
JNJ vs ETR
+122.3%
-38.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.5% | -1.8% | -1.7% | -3.1% |
| 30D | +2.3% | -1.8% | +4.1% | +2.7% |
| 3M | +12.0% | -3.6% | +15.6% | +13.0% |
| 6M | +10.5% | +2.6% | +7.9% | +9.7% |
| YTD | +30.4% | +16.0% | +14.4% | +25.7% |
| 1Y | +52.1% | +20.1% | +32.0% | +45.3% |
| 3Y | +77.8% | +143.6% | -65.8% | +38.0% |
| All | +84.2% | +122.3% | -38.1% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling