+646.4%
JNJ vs CAPR
-99.1%
+745.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | +2.7% | -2.0% | +4.7% | +2.7% |
| 30D | +7.4% | +139.2% | -131.8% | +6.8% |
| 3M | +21.2% | -66.4% | +87.6% | +21.4% |
| 6M | +13.4% | -63.1% | +76.5% | +13.5% |
| YTD | +35.1% | -67.4% | +102.6% | +35.3% |
| 1Y | +57.4% | +58.2% | -0.8% | +54.6% |
| 3Y | +86.8% | +42.2% | +44.6% | +82.0% |
| 5Y | +80.8% | +87.3% | -6.5% | +75.3% |
| 10Y | +202.7% | -75.3% | +278.0% | +187.7% |
| All | +646.4% | -99.1% | +745.5% | +580.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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