+114.2%
CSCO vs JNJ
+80.8%
+33.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.4% |
| 7D | -0.5% | -0.8% | +0.2% | -0.4% |
| 30D | -10.1% | +4.3% | -14.4% | -10.9% |
| 3M | -11.7% | +16.5% | -28.2% | -14.7% |
| 6M | +40.1% | +13.1% | +27.0% | +36.1% |
| YTD | +43.8% | +32.1% | +11.7% | +33.8% |
| 1Y | +66.6% | +54.5% | +12.1% | +48.2% |
| 3Y | +108.5% | +82.5% | +26.0% | +74.4% |
| All | +114.2% | +80.8% | +33.5% | +82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling