+8,682.5%
JNJ vs CAG
+604.9%
+8,077.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.9% |
| 7D | +2.7% | -3.8% | +6.5% | +3.7% |
| 30D | +7.4% | +3.1% | +4.2% | +6.4% |
| 3M | +21.2% | +23.5% | -2.3% | +14.2% |
| 6M | +13.4% | -14.8% | +28.2% | +17.6% |
| YTD | +35.1% | -5.4% | +40.6% | +35.8% |
| 1Y | +57.4% | -11.8% | +69.2% | +60.9% |
| 3Y | +86.8% | -36.7% | +123.4% | +106.7% |
| 5Y | +80.8% | -40.3% | +121.1% | +101.8% |
| 10Y | +202.7% | -37.0% | +239.7% | +216.6% |
| All | +8,682.5% | +604.9% | +8,077.6% | +3,570.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling