+3.3%
CAT vs JNJ
+54.4%
-51.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.4% |
| 7D | -6.3% | +5.5% | -11.8% | -5.5% |
| 30D | -26.8% | +7.4% | -34.2% | -25.8% |
| 3M | -30.0% | +7.8% | -37.8% | -29.0% |
| 6M | -34.6% | +28.2% | -62.8% | -35.5% |
| YTD | +2.9% | +37.9% | -34.9% | +4.4% |
| 1Y | +3.3% | +52.4% | -49.1% | +3.4% |
| All | +3.3% | +54.4% | -51.1% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling