+96.5%
JNJ vs EXR
-1.3%
+97.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +5.5% | +1.7% | +3.7% | +5.1% |
| 30D | +7.4% | +18.0% | -10.6% | +4.0% |
| 3M | +7.8% | +9.7% | -1.9% | +5.8% |
| 6M | +28.2% | +13.4% | +14.8% | +25.1% |
| YTD | +37.9% | +26.3% | +11.6% | +31.6% |
| 1Y | +52.4% | +27.6% | +24.8% | +45.2% |
| 3Y | +107.7% | +52.2% | +55.5% | +92.1% |
| 5Y | +96.5% | -1.1% | +97.6% | +92.8% |
| All | +96.5% | -1.3% | +97.8% | +92.8% |
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