+52.1%
JNJ vs EWT
+85.6%
-33.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.1% |
| 7D | -3.5% | -1.1% | -2.4% | -3.6% |
| 30D | +2.3% | +4.5% | -2.1% | +2.9% |
| 3M | +12.0% | +8.3% | +3.7% | +13.1% |
| 6M | +10.5% | +54.2% | -43.8% | +10.5% |
| YTD | +30.4% | +74.6% | -44.2% | +31.6% |
| 1Y | +52.1% | +84.9% | -32.8% | +54.9% |
| All | +52.1% | +85.6% | -33.4% | +54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling