+266.8%
JNJ vs ETSY
+129.6%
+137.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.7% |
| 7D | -3.0% | -12.9% | +9.9% | -2.3% |
| 30D | +2.5% | -11.5% | +14.0% | +3.1% |
| 3M | +13.2% | +3.5% | +9.7% | +13.0% |
| 6M | +11.3% | +27.6% | -16.4% | +9.7% |
| YTD | +31.1% | +28.4% | +2.7% | +29.0% |
| 1Y | +54.3% | +27.1% | +27.2% | +51.4% |
| 3Y | +81.1% | +6.0% | +75.1% | +77.6% |
| 5Y | +82.7% | -67.1% | +149.9% | +86.6% |
| 10Y | +196.5% | +421.9% | -225.4% | +152.8% |
| All | +266.8% | +129.6% | +137.1% | +210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling