+80.0%
JNJ vs EXR
-10.8%
+90.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | +4.3% | -6.9% | +11.3% | +5.8% |
| 3M | +16.5% | -3.0% | +19.5% | +17.2% |
| 6M | +13.1% | -2.9% | +16.1% | +13.7% |
| YTD | +32.1% | +9.3% | +22.9% | +29.8% |
| 1Y | +54.5% | -0.9% | +55.4% | +54.3% |
| 3Y | +82.5% | +24.7% | +57.8% | +75.2% |
| 5Y | +80.0% | -11.7% | +91.7% | +83.5% |
| All | +80.0% | -10.8% | +90.8% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling