+84.2%
JNJ vs EWJ
+50.5%
+33.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.5% |
| 7D | -3.5% | +0.3% | -3.8% | -3.5% |
| 30D | +2.3% | +0.8% | +1.5% | +2.2% |
| 3M | +12.0% | +7.5% | +4.5% | +11.1% |
| 6M | +10.5% | +15.6% | -5.1% | +8.4% |
| YTD | +30.4% | +22.7% | +7.7% | +26.9% |
| 1Y | +52.1% | +26.4% | +25.7% | +47.4% |
| 3Y | +77.8% | +72.5% | +5.3% | +63.2% |
| All | +84.2% | +50.5% | +33.6% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 5y: compounded portfolio wealth divided by compounded EWJ 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…
5y analysis · Full analysis span regression · 6 months rolling