+78.3%
JNJ vs EWZ
+47.7%
+30.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -4.3% | +1.1% | -5.5% | -4.4% |
| 30D | +3.0% | +13.5% | -10.5% | +2.0% |
| 3M | +12.2% | +15.2% | -3.0% | +10.9% |
| 6M | +10.5% | +3.7% | +6.7% | +10.0% |
| YTD | +30.8% | +22.5% | +8.2% | +28.5% |
| 1Y | +54.9% | +35.3% | +19.7% | +50.9% |
| All | +78.3% | +47.7% | +30.6% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling