+221.6%
JNJ vs C
+216.5%
+5.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.5% | +4.2% | -0.7% | +2.8% |
| 30D | +12.5% | +2.0% | +10.6% | +12.2% |
| 3M | +9.6% | -10.1% | +19.7% | +11.3% |
| 6M | +25.3% | +1.0% | +24.4% | +24.8% |
| YTD | +40.3% | +8.5% | +31.8% | +37.5% |
| 1Y | +49.6% | +25.7% | +23.9% | +43.1% |
| 3Y | +110.8% | +216.0% | -105.2% | +67.8% |
| 5Y | +99.1% | +112.3% | -13.2% | +69.0% |
| All | +221.6% | +216.5% | +5.1% | +156.3% |
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