+219.1%
JNJ vs EW
+249.9%
-30.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +4.1% | +4.9% | -0.8% | +3.2% |
| 30D | +14.0% | +24.1% | -10.0% | +9.8% |
| 3M | +9.2% | +13.7% | -4.5% | +6.7% |
| 6M | +27.8% | +32.7% | -4.9% | +21.4% |
| YTD | +39.2% | +24.1% | +15.1% | +33.5% |
| 1Y | +49.1% | +23.6% | +25.5% | +43.0% |
| 3Y | +109.7% | +64.8% | +44.9% | +83.1% |
| 5Y | +97.6% | -8.8% | +106.4% | +94.0% |
| All | +219.1% | +249.9% | -30.7% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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