+192.5%
JNJ vs EWZ
+94.8%
+97.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -3.5% | +0.9% | -4.4% | -3.6% |
| 30D | +2.3% | +12.8% | -10.5% | +0.6% |
| 3M | +12.0% | +10.8% | +1.2% | +10.3% |
| 6M | +10.5% | +2.5% | +8.0% | +9.8% |
| YTD | +30.4% | +21.4% | +9.0% | +26.5% |
| 1Y | +52.1% | +32.8% | +19.3% | +45.6% |
| 3Y | +77.8% | +45.2% | +32.6% | +66.9% |
| 5Y | +82.9% | +63.0% | +19.9% | +65.8% |
| All | +192.5% | +94.8% | +97.8% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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