+1,473.5%
JNJ vs EW
+6,974.1%
-5,500.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | +7.4% | +1.0% | +6.3% | +7.2% |
| 3M | +21.2% | +2.8% | +18.4% | +20.6% |
| 6M | +13.4% | +5.5% | +7.9% | +12.2% |
| YTD | +35.1% | +5.5% | +29.7% | +33.6% |
| 1Y | +57.4% | +11.0% | +46.4% | +54.2% |
| 3Y | +86.8% | +17.7% | +69.1% | +76.8% |
| 5Y | +80.8% | -25.7% | +106.5% | +81.9% |
| 10Y | +202.7% | +132.8% | +69.9% | +146.8% |
| All | +1,473.5% | +6,974.1% | -5,500.6% | +726.0% |
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