+688.6%
CAT vs JNJ
+216.3%
+472.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | +7.4% | +3.5% | +4.0% | +6.0% |
| 30D | -19.7% | +12.5% | -32.2% | -23.6% |
| 3M | -29.6% | +9.6% | -39.2% | -32.5% |
| 6M | -33.2% | +25.3% | -58.5% | -40.2% |
| YTD | +5.7% | +40.3% | -34.6% | -10.3% |
| 1Y | +9.3% | +49.6% | -40.3% | -10.1% |
| 3Y | +158.3% | +110.8% | +47.5% | +75.3% |
| 5Y | +211.6% | +99.1% | +112.5% | +113.8% |
| All | +688.6% | +216.3% | +472.4% | +328.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 10y: compounded portfolio wealth divided by compounded JNJ 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…
10y analysis · Full analysis span regression · 6 months rolling