+192.5%
JNJ vs EWT
+523.5%
-331.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.6% |
| 7D | -3.5% | -1.1% | -2.4% | -3.3% |
| 30D | +2.3% | +4.5% | -2.1% | +1.6% |
| 3M | +12.0% | +8.3% | +3.7% | +10.1% |
| 6M | +10.5% | +54.2% | -43.8% | +0.8% |
| YTD | +30.4% | +74.6% | -44.2% | +15.8% |
| 1Y | +52.1% | +84.9% | -32.8% | +33.2% |
| 3Y | +77.8% | +197.5% | -119.7% | +35.0% |
| 5Y | +82.9% | +150.6% | -67.7% | +45.6% |
| All | +192.5% | +523.5% | -331.0% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling