+150.6%
JNJ vs CARR
+414.1%
-263.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.1% |
| 7D | -4.3% | -4.1% | -0.2% | -4.1% |
| 30D | +3.0% | -11.0% | +14.0% | +3.7% |
| 3M | +12.2% | -16.4% | +28.6% | +13.2% |
| 6M | +10.5% | -2.4% | +12.8% | +10.2% |
| YTD | +30.8% | +8.4% | +22.3% | +29.4% |
| 1Y | +54.9% | -8.0% | +62.9% | +54.9% |
| 3Y | +80.7% | +0.6% | +80.1% | +77.4% |
| 5Y | +83.4% | +7.7% | +75.7% | +76.5% |
| All | +150.6% | +414.1% | -263.5% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling