+208.3%
JNJ vs C
+218.0%
-9.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +5.5% | -0.4% | +5.8% | +5.5% |
| 30D | +7.4% | -5.2% | +12.6% | +8.3% |
| 3M | +7.8% | -9.1% | +16.9% | +9.3% |
| 6M | +28.2% | -1.6% | +29.8% | +28.2% |
| YTD | +37.9% | +6.9% | +30.9% | +35.4% |
| 1Y | +52.4% | +23.0% | +29.4% | +46.2% |
| 3Y | +107.7% | +216.1% | -108.5% | +65.4% |
| 5Y | +96.5% | +112.2% | -15.7% | +66.8% |
| 10Y | +208.3% | +208.8% | -0.5% | +146.0% |
| All | +208.3% | +218.0% | -9.8% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 10y: compounded portfolio wealth divided by compounded C 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…
10y analysis · Full analysis span regression · 6 months rolling