+82.5%
JNJ vs EW
+14.1%
+68.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -2.1% |
| 7D | -0.8% | -4.4% | +3.7% | -0.6% |
| 30D | +4.3% | -3.3% | +7.7% | +4.5% |
| 3M | +16.5% | +1.0% | +15.5% | +16.5% |
| 6M | +13.1% | +6.2% | +6.9% | +13.0% |
| YTD | +32.1% | +1.7% | +30.4% | +32.1% |
| 1Y | +54.5% | +8.1% | +46.4% | +54.1% |
| 3Y | +82.5% | +17.1% | +65.5% | +74.2% |
| All | +82.5% | +14.1% | +68.4% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling