+98.3%
JNJ vs C
+205.7%
-107.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +1.1% | -2.4% | +3.5% | +1.2% |
| 30D | +6.9% | -6.0% | +12.9% | +7.1% |
| 3M | +8.0% | -10.5% | +18.6% | +8.3% |
| 6M | +24.3% | -5.7% | +30.0% | +24.5% |
| YTD | +35.6% | +4.1% | +31.5% | +35.4% |
| 1Y | +51.1% | +20.5% | +30.6% | +49.9% |
| 3Y | +98.3% | +208.1% | -109.8% | +71.4% |
| All | +98.3% | +205.7% | -107.4% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling