+192.5%
JNJ vs ETSY
+431.9%
-239.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -3.5% | -4.9% | +1.4% | -3.3% |
| 30D | +2.3% | -8.6% | +10.9% | +2.8% |
| 3M | +12.0% | +4.8% | +7.2% | +11.6% |
| 6M | +10.5% | +38.1% | -27.6% | +8.3% |
| YTD | +30.4% | +31.2% | -0.8% | +28.0% |
| 1Y | +52.1% | +22.1% | +30.0% | +49.4% |
| 3Y | +77.8% | +12.2% | +65.6% | +73.4% |
| 5Y | +82.9% | -66.5% | +149.4% | +87.4% |
| All | +192.5% | +431.9% | -239.4% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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