+196.5%
JNJ vs EXR
+144.7%
+51.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.2% |
| 7D | -3.0% | -3.1% | +0.1% | -2.3% |
| 30D | +2.5% | -7.5% | +10.0% | +4.3% |
| 3M | +13.2% | -7.5% | +20.8% | +15.2% |
| 6M | +11.3% | -5.2% | +16.5% | +12.5% |
| YTD | +31.1% | +6.5% | +24.6% | +29.1% |
| 1Y | +54.3% | -2.0% | +56.4% | +54.5% |
| 3Y | +81.1% | +21.5% | +59.6% | +71.5% |
| 5Y | +82.7% | -11.5% | +94.2% | +81.9% |
| 10Y | +196.5% | +148.0% | +48.5% | +132.1% |
| All | +196.5% | +144.7% | +51.7% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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