+333.5%
CAT vs JNJ
+80.3%
+253.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.3% | +1.3% |
| 7D | +5.6% | -0.8% | +6.3% | +5.6% |
| 30D | -2.3% | +4.3% | -6.7% | -3.0% |
| 3M | -10.0% | +16.5% | -26.5% | -12.6% |
| 6M | +21.2% | +13.1% | +8.1% | +18.4% |
| YTD | +44.4% | +32.1% | +12.3% | +37.1% |
| 1Y | +96.3% | +54.5% | +41.8% | +80.6% |
| 3Y | +203.9% | +82.5% | +121.4% | +167.6% |
| 5Y | +333.5% | +80.0% | +253.5% | +285.4% |
| All | +333.5% | +80.3% | +253.2% | +285.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling