+54.9%
JNJ vs EXR
-1.5%
+56.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -4.3% | -3.2% | -1.1% | -3.5% |
| 30D | +3.0% | -6.9% | +9.9% | +5.0% |
| 3M | +12.2% | -7.8% | +20.0% | +14.6% |
| 6M | +10.5% | -4.9% | +15.3% | +12.0% |
| YTD | +30.8% | +7.2% | +23.6% | +29.3% |
| 1Y | +54.9% | -1.5% | +56.4% | +55.0% |
| All | +54.9% | -1.5% | +56.4% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling