+812.4%
JNJ vs EXR
+2,662.2%
-1,849.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | +2.7% | -2.6% | +5.2% | +3.2% |
| 30D | +7.4% | -7.2% | +14.6% | +8.9% |
| 3M | +21.2% | -3.5% | +24.7% | +22.0% |
| 6M | +13.4% | -5.3% | +18.7% | +14.5% |
| YTD | +35.1% | +9.4% | +25.8% | +32.6% |
| 1Y | +57.4% | +1.3% | +56.1% | +56.6% |
| 3Y | +86.8% | +22.4% | +64.3% | +77.4% |
| 5Y | +80.8% | -12.2% | +93.0% | +80.0% |
| 10Y | +202.7% | +148.6% | +54.2% | +143.4% |
| All | +812.4% | +2,662.2% | -1,849.8% | +362.5% |
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 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