+8,682.5%
JNJ vs C
+1,202.3%
+7,480.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +2.7% | +3.6% | -0.9% | +2.2% |
| 30D | +7.4% | +0.1% | +7.3% | +7.3% |
| 3M | +21.2% | +2.4% | +18.8% | +20.6% |
| 6M | +13.4% | +24.9% | -11.5% | +9.5% |
| YTD | +35.1% | +19.8% | +15.3% | +30.9% |
| 1Y | +57.4% | +44.9% | +12.6% | +48.1% |
| 3Y | +86.8% | +263.0% | -176.2% | +51.8% |
| 5Y | +80.8% | +129.5% | -48.7% | +55.3% |
| 10Y | +202.7% | +291.6% | -88.9% | +132.2% |
| All | +8,682.5% | +1,202.3% | +7,480.1% | +2,992.6% |
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