+1,157.1%
CAT vs JNJ
+194.5%
+962.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.5% |
| 7D | +2.9% | -3.0% | +5.9% | +4.2% |
| 30D | -2.6% | +2.5% | -5.1% | -3.9% |
| 3M | -10.7% | +13.2% | -23.9% | -16.2% |
| 6M | +16.1% | +11.3% | +4.9% | +9.7% |
| YTD | +43.2% | +31.1% | +12.1% | +25.2% |
| 1Y | +96.8% | +54.3% | +42.5% | +58.8% |
| 3Y | +201.4% | +81.1% | +120.2% | +120.5% |
| 5Y | +332.7% | +82.7% | +250.0% | +208.9% |
| 10Y | +1,157.1% | +196.5% | +960.6% | +581.4% |
| All | +1,157.1% | +194.5% | +962.6% | +581.4% |
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