+51.2%
JNJ vs CB
+34.9%
+16.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.0% |
| 7D | +1.9% | +5.3% | -3.3% | 0.0% |
| 30D | +9.2% | +13.2% | -4.0% | +4.5% |
| 3M | +8.9% | +7.8% | +1.2% | +6.0% |
| 6M | +24.6% | +15.8% | +8.8% | +19.1% |
| YTD | +35.7% | +21.0% | +14.7% | +30.6% |
| 1Y | +51.2% | +32.2% | +19.0% | +42.8% |
| All | +51.2% | +34.9% | +16.3% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling