+84.2%
JNJ vs IEFA
+50.2%
+34.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -3.5% | -1.6% | -1.9% | -3.2% |
| 30D | +2.3% | -1.5% | +3.8% | +2.6% |
| 3M | +12.0% | +3.4% | +8.6% | +11.1% |
| 6M | +10.5% | +9.5% | +1.0% | +8.1% |
| YTD | +30.4% | +13.0% | +17.4% | +26.6% |
| 1Y | +52.1% | +18.0% | +34.1% | +46.3% |
| 3Y | +77.8% | +65.4% | +12.4% | +57.8% |
| All | +84.2% | +50.2% | +34.0% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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