+195.7%
JNJ vs CB
+214.7%
-19.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.8% |
| 7D | -0.8% | -0.6% | -0.1% | -0.6% |
| 30D | +4.3% | -3.9% | +8.2% | +5.7% |
| 3M | +16.5% | +4.9% | +11.6% | +14.8% |
| 6M | +13.1% | +3.3% | +9.9% | +11.9% |
| YTD | +32.1% | +8.5% | +23.6% | +28.5% |
| 1Y | +54.5% | +22.1% | +32.4% | +44.5% |
| 3Y | +82.5% | +70.1% | +12.4% | +53.0% |
| 5Y | +80.0% | +97.4% | -17.4% | +42.0% |
| 10Y | +195.7% | +216.8% | -21.2% | +91.4% |
| All | +195.7% | +214.7% | -19.0% | +91.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling