+25,808.1%
CAT vs JNJ
+8,850.6%
+16,957.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +2.2% |
| 7D | +1.7% | +2.7% | -1.0% | +0.6% |
| 30D | -6.6% | +7.4% | -13.9% | -9.4% |
| 3M | -13.3% | +21.2% | -34.5% | -20.6% |
| 6M | +11.6% | +13.4% | -1.8% | +5.1% |
| YTD | +42.9% | +35.1% | +7.8% | +25.0% |
| 1Y | +95.4% | +57.4% | +38.0% | +60.1% |
| 3Y | +196.6% | +86.8% | +109.8% | +122.9% |
| 5Y | +321.7% | +80.8% | +240.9% | +218.0% |
| 10Y | +1,140.8% | +202.7% | +938.0% | +649.2% |
| All | +25,808.1% | +8,850.6% | +16,957.5% | +5,706.0% |
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