+8,487.5%
JNJ vs ETR
+4,465.2%
+4,022.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.5% |
| 7D | -0.8% | +1.4% | -2.2% | -1.2% |
| 30D | +4.3% | +1.9% | +2.5% | +3.7% |
| 3M | +16.5% | +1.0% | +15.5% | +16.1% |
| 6M | +13.1% | +4.8% | +8.3% | +11.4% |
| YTD | +32.1% | +19.5% | +12.6% | +25.4% |
| 1Y | +54.5% | +28.1% | +26.4% | +43.7% |
| 3Y | +82.5% | +151.1% | -68.6% | +38.7% |
| 5Y | +80.0% | +125.2% | -45.1% | +39.7% |
| 10Y | +195.7% | +291.1% | -95.5% | +92.6% |
| All | +8,487.5% | +4,465.2% | +4,022.3% | +2,561.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling