+108.4%
CSCO vs JNJ
+80.6%
+27.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | 0.0% | -3.0% | +2.9% | 0.0% |
| 30D | -10.7% | +2.5% | -13.2% | -10.8% |
| 3M | -8.7% | +13.2% | -22.0% | -9.2% |
| 6M | +44.9% | +11.3% | +33.6% | +44.5% |
| YTD | +44.1% | +31.1% | +13.0% | +41.0% |
| 1Y | +65.9% | +54.3% | +11.5% | +59.1% |
| All | +108.4% | +80.6% | +27.8% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling