+1,520.9%
JNJ vs EW
+8,225.2%
-6,704.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +4.1% | +4.9% | -0.8% | +3.3% |
| 30D | +14.0% | +24.1% | -10.0% | +10.2% |
| 3M | +9.2% | +13.7% | -4.5% | +7.0% |
| 6M | +27.8% | +32.7% | -4.9% | +22.1% |
| YTD | +39.2% | +24.1% | +15.1% | +34.1% |
| 1Y | +49.1% | +23.6% | +25.5% | +43.6% |
| 3Y | +109.7% | +64.8% | +44.9% | +88.0% |
| 5Y | +97.6% | -8.8% | +106.4% | +92.4% |
| 10Y | +214.1% | +248.8% | -34.7% | +141.6% |
| All | +1,520.9% | +8,225.2% | -6,704.4% | +729.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling