+221.6%
JNJ vs CAG
-37.3%
+258.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.5% |
| 7D | +3.5% | -3.3% | +6.8% | +4.2% |
| 30D | +12.5% | +7.7% | +4.9% | +10.6% |
| 3M | +9.6% | -3.2% | +12.7% | +10.1% |
| 6M | +25.3% | +7.0% | +18.4% | +22.8% |
| YTD | +40.3% | -9.0% | +49.3% | +41.8% |
| 1Y | +49.6% | -9.6% | +59.3% | +51.4% |
| 3Y | +110.8% | -36.0% | +146.8% | +128.8% |
| 5Y | +99.1% | -40.9% | +140.0% | +119.0% |
| All | +221.6% | -37.3% | +258.9% | +239.7% |
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