+8,422.4%
JNJ vs CAH
+14,635.5%
-6,213.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -3.0% | -2.2% | -0.7% | -2.4% |
| 30D | +2.5% | +1.2% | +1.3% | +2.2% |
| 3M | +13.2% | +13.1% | +0.2% | +10.0% |
| 6M | +11.3% | +8.5% | +2.8% | +9.0% |
| YTD | +31.1% | +17.6% | +13.5% | +25.7% |
| 1Y | +54.3% | +60.7% | -6.3% | +37.0% |
| 3Y | +81.1% | +183.2% | -102.0% | +39.2% |
| 5Y | +82.7% | +402.2% | -319.5% | +21.3% |
| 10Y | +196.5% | +302.3% | -105.8% | +97.1% |
| All | +8,422.4% | +14,635.5% | -6,213.1% | +2,246.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling