+2,299.4%
JNJ vs EWJ
+155.8%
+2,143.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -0.8% | +2.9% | -3.6% | -1.5% |
| 30D | +4.3% | +1.1% | +3.2% | +4.0% |
| 3M | +16.5% | +7.1% | +9.4% | +13.9% |
| 6M | +13.1% | +16.2% | -3.0% | +8.0% |
| YTD | +32.1% | +22.0% | +10.1% | +24.3% |
| 1Y | +54.5% | +26.2% | +28.3% | +43.7% |
| 3Y | +82.5% | +73.5% | +9.1% | +53.7% |
| 5Y | +80.0% | +52.7% | +27.3% | +56.0% |
| 10Y | +195.7% | +138.5% | +57.2% | +125.0% |
| All | +2,299.4% | +155.8% | +2,143.6% | +1,442.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling