+830.8%
JNJ vs EXR
+3,090.1%
-2,259.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +5.5% | +1.7% | +3.7% | +5.2% |
| 30D | +7.4% | +18.0% | -10.6% | +4.1% |
| 3M | +7.8% | +9.7% | -1.9% | +5.9% |
| 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% | +89.6% |
| 5Y | +96.5% | -1.1% | +97.6% | +91.4% |
| 10Y | +208.3% | +216.8% | -8.5% | +137.3% |
| All | +830.8% | +3,090.1% | -2,259.2% | +359.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling