+54.9%
JNJ vs EW
+8.2%
+46.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -4.3% | -3.4% | -1.0% | -4.1% |
| 30D | +3.0% | -7.4% | +10.4% | +3.6% |
| 3M | +12.2% | +0.9% | +11.3% | +12.7% |
| 6M | +10.5% | +1.2% | +9.3% | +10.7% |
| YTD | +30.8% | +1.8% | +29.0% | +31.2% |
| 1Y | +54.9% | +10.8% | +44.1% | +57.1% |
| All | +54.9% | +8.2% | +46.7% | +57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling