+1,118.4%
JNJ vs EWT
+594.1%
+524.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.5% |
| 7D | +2.7% | +4.0% | -1.3% | +2.0% |
| 30D | +7.4% | +10.3% | -2.9% | +5.4% |
| 3M | +21.2% | +6.1% | +15.1% | +19.1% |
| 6M | +13.4% | +56.6% | -43.2% | +3.2% |
| YTD | +35.1% | +76.6% | -41.4% | +20.0% |
| 1Y | +57.4% | +97.9% | -40.4% | +36.5% |
| 3Y | +86.8% | +198.0% | -111.2% | +47.2% |
| 5Y | +80.8% | +151.8% | -71.0% | +46.3% |
| 10Y | +202.7% | +514.1% | -311.4% | +102.0% |
| All | +1,118.4% | +594.1% | +524.3% | +564.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling