+19,008.0%
CAT vs JNJ
+9,074.4%
+9,933.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.1% | +5.1% | +6.4% |
| 7D | -2.4% | +4.3% | -6.7% | -4.1% |
| 30D | -25.0% | +7.9% | -32.9% | -27.5% |
| 3M | -28.7% | +9.4% | -38.1% | -31.7% |
| 6M | -33.0% | +28.8% | -61.8% | -40.4% |
| YTD | +5.4% | +38.5% | -33.1% | -9.0% |
| 1Y | +7.3% | +54.6% | -47.4% | -11.7% |
| 3Y | +166.0% | +108.4% | +57.6% | +90.2% |
| 5Y | +210.1% | +99.6% | +110.5% | +123.3% |
| 10Y | +712.5% | +207.8% | +504.8% | +385.3% |
| All | +19,008.0% | +9,074.4% | +9,933.6% | +4,123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling