+83.4%
JNJ vs CAG
-42.8%
+126.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.4% |
| 7D | -4.3% | -5.9% | +1.6% | -2.9% |
| 30D | +3.0% | -1.5% | +4.6% | +3.3% |
| 3M | +12.2% | +11.5% | +0.8% | +8.8% |
| 6M | +10.5% | -15.7% | +26.2% | +14.7% |
| YTD | +30.8% | -10.2% | +41.0% | +33.1% |
| 1Y | +54.9% | -18.1% | +73.0% | +61.5% |
| 3Y | +80.7% | -39.4% | +120.0% | +103.2% |
| 5Y | +83.4% | -42.6% | +126.0% | +108.2% |
| All | +83.4% | -42.8% | +126.3% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling