+18,551.4%
CAT vs JNJ
+9,031.1%
+9,520.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -6.3% | +5.5% | -11.8% | -8.3% |
| 30D | -26.8% | +7.4% | -34.2% | -29.1% |
| 3M | -30.0% | +7.8% | -37.8% | -32.5% |
| 6M | -34.6% | +28.2% | -62.8% | -41.7% |
| YTD | +2.9% | +37.9% | -34.9% | -11.0% |
| 1Y | +3.3% | +52.4% | -49.1% | -14.5% |
| 3Y | +153.7% | +107.7% | +46.0% | +81.7% |
| 5Y | +207.3% | +96.5% | +110.8% | +122.8% |
| 10Y | +674.0% | +208.3% | +465.7% | +362.1% |
| All | +18,551.4% | +9,031.1% | +9,520.3% | +4,030.1% |
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