+2.8%
CSCO vs JNJ
+28.1%
-25.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.6% |
| 7D | -2.8% | +1.5% | -4.2% | -2.6% |
| 30D | -12.6% | +6.3% | -19.0% | -11.7% |
| 3M | -16.0% | +8.5% | -24.5% | -14.6% |
| 6M | +2.8% | +28.0% | -25.1% | +11.9% |
| All | +2.8% | +28.1% | -25.2% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling