+8,714.1%
JNJ vs C
+1,032.0%
+7,682.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +1.1% | -2.4% | +3.5% | +1.5% |
| 30D | +6.9% | -6.0% | +12.9% | +7.8% |
| 3M | +8.0% | -10.5% | +18.6% | +9.7% |
| 6M | +24.3% | -5.7% | +30.0% | +25.0% |
| YTD | +35.6% | +4.1% | +31.5% | +34.0% |
| 1Y | +51.1% | +20.5% | +30.6% | +46.0% |
| 3Y | +98.3% | +208.1% | -109.8% | +65.0% |
| 5Y | +94.3% | +110.4% | -16.1% | +69.1% |
| 10Y | +214.9% | +234.6% | -19.7% | +147.0% |
| All | +8,714.1% | +1,032.0% | +7,682.1% | +3,065.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling