+665.1%
JNJ vs CAPR
-99.0%
+764.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.4% | -7.3% | +2.1% |
| 7D | +4.3% | +36.0% | -31.8% | +4.1% |
| 30D | +7.9% | +25.8% | -17.9% | +7.8% |
| 3M | +9.4% | +140.8% | -131.5% | +8.8% |
| 6M | +28.8% | -67.6% | +96.4% | +29.0% |
| YTD | +38.5% | -65.9% | +104.4% | +38.6% |
| 1Y | +54.6% | +66.1% | -11.5% | +51.8% |
| 3Y | +108.4% | +256.9% | -148.5% | +102.0% |
| 5Y | +99.6% | +172.1% | -72.5% | +93.1% |
| 10Y | +207.8% | -64.7% | +272.5% | +191.8% |
| All | +665.1% | -99.0% | +764.1% | +597.1% |
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