+1,064.6%
JNJ vs EWZ
+446.7%
+617.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.5% |
| 7D | -0.8% | +5.6% | -6.3% | -1.6% |
| 30D | +4.3% | +9.3% | -4.9% | +2.9% |
| 3M | +16.5% | +15.7% | +0.8% | +13.9% |
| 6M | +13.1% | +7.4% | +5.7% | +11.7% |
| YTD | +32.1% | +22.7% | +9.4% | +27.7% |
| 1Y | +54.5% | +36.4% | +18.1% | +46.9% |
| 3Y | +82.5% | +50.4% | +32.1% | +69.7% |
| 5Y | +80.0% | +67.6% | +12.4% | +61.8% |
| 10Y | +195.7% | +84.1% | +111.6% | +148.7% |
| All | +1,064.6% | +446.7% | +617.9% | +691.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling