+52.1%
JNJ vs CAH
+57.9%
-5.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -3.5% | -5.1% | +1.6% | -2.4% |
| 30D | +2.3% | +0.2% | +2.1% | +2.3% |
| 3M | +12.0% | +6.3% | +5.7% | +10.8% |
| 6M | +10.5% | +9.4% | +1.1% | +8.5% |
| YTD | +30.4% | +15.0% | +15.4% | +27.2% |
| 1Y | +52.1% | +55.4% | -3.3% | +44.2% |
| All | +52.1% | +57.9% | -5.8% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling