+204,102.2%
CSCO vs JNJ
+9,353.8%
+194,748.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -2.8% | +1.5% | -4.2% | -3.3% |
| 30D | -12.6% | +6.3% | -19.0% | -15.2% |
| 3M | -16.0% | +8.5% | -24.5% | -19.3% |
| 6M | +2.8% | +28.0% | -25.1% | -8.9% |
| YTD | +33.2% | +37.7% | -4.4% | +13.7% |
| 1Y | +43.1% | +47.9% | -4.8% | +18.1% |
| 3Y | +106.7% | +107.4% | -0.7% | +43.5% |
| 5Y | +103.6% | +97.7% | +5.8% | +43.4% |
| 10Y | +330.5% | +210.7% | +119.8% | +147.5% |
| All | +204,102.2% | +9,353.8% | +194,748.4% | +27,653.1% |
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