+192.5%
JNJ vs CAG
-36.2%
+228.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -3.5% | -5.7% | +2.2% | -2.3% |
| 30D | +2.3% | -2.4% | +4.7% | +2.8% |
| 3M | +12.0% | +9.8% | +2.2% | +9.5% |
| 6M | +10.5% | -10.8% | +21.3% | +12.6% |
| YTD | +30.4% | -10.8% | +41.2% | +32.6% |
| 1Y | +52.1% | -19.0% | +71.1% | +57.7% |
| 3Y | +77.8% | -39.7% | +117.5% | +95.1% |
| 5Y | +82.9% | -43.0% | +125.9% | +102.4% |
| All | +192.5% | -36.2% | +228.7% | +217.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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