+5,760.6%
CRM vs JNJ
+794.3%
+4,966.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | -4.4% | -3.5% | -0.9% | -2.4% |
| 30D | +28.1% | +2.3% | +25.8% | +26.2% |
| 3M | +48.8% | +12.0% | +36.8% | +38.7% |
| 6M | +28.3% | +10.5% | +17.8% | +19.5% |
| YTD | -6.0% | +30.4% | -36.4% | -21.6% |
| 1Y | +1.4% | +52.1% | -50.7% | -23.7% |
| 3Y | +11.8% | +77.8% | -66.0% | -26.4% |
| 5Y | -2.0% | +82.9% | -84.9% | -38.6% |
| 10Y | +239.6% | +194.8% | +44.8% | +35.0% |
| All | +5,760.6% | +794.3% | +4,966.3% | +707.0% |
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