+192.5%
JNJ vs CAH
+294.8%
-102.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -3.5% | -5.1% | +1.6% | -2.2% |
| 30D | +2.3% | +0.2% | +2.1% | +2.3% |
| 3M | +12.0% | +6.3% | +5.7% | +10.3% |
| 6M | +10.5% | +9.4% | +1.1% | +7.9% |
| YTD | +30.4% | +15.0% | +15.4% | +25.4% |
| 1Y | +52.1% | +55.4% | -3.3% | +35.2% |
| 3Y | +77.8% | +173.8% | -96.0% | +35.1% |
| 5Y | +82.9% | +395.2% | -312.3% | +17.4% |
| All | +192.5% | +294.8% | -102.3% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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