+83.4%
JNJ vs EVRG
+45.7%
+37.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -4.3% | -0.7% | -3.6% | -4.1% |
| 30D | +3.0% | 0.0% | +3.0% | +3.0% |
| 3M | +12.2% | -1.0% | +13.2% | +12.7% |
| 6M | +10.5% | +1.0% | +9.5% | +10.0% |
| YTD | +30.8% | +15.1% | +15.7% | +24.0% |
| 1Y | +54.9% | +17.6% | +37.4% | +45.7% |
| 3Y | +80.7% | +70.5% | +10.2% | +48.9% |
| 5Y | +83.4% | +48.9% | +34.6% | +55.7% |
| All | +83.4% | +45.7% | +37.8% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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