+149.9%
JNJ vs CARR
+421.5%
-271.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -3.5% | -3.8% | +0.3% | -3.3% |
| 30D | +2.3% | -8.9% | +11.2% | +2.8% |
| 3M | +12.0% | -17.3% | +29.3% | +13.1% |
| 6M | +10.5% | -1.4% | +11.9% | +10.1% |
| YTD | +30.4% | +10.0% | +20.4% | +28.9% |
| 1Y | +52.1% | -6.4% | +58.5% | +52.0% |
| 3Y | +77.8% | +1.5% | +76.3% | +74.6% |
| 5Y | +82.9% | +9.3% | +73.6% | +75.8% |
| All | +149.9% | +421.5% | -271.6% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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