+54.3%
JNJ vs CB
+22.9%
+31.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.9% |
| 7D | -3.0% | -0.5% | -2.4% | -2.8% |
| 30D | +2.5% | -3.1% | +5.6% | +3.6% |
| 3M | +13.2% | +4.2% | +9.1% | +12.6% |
| 6M | +11.3% | +4.7% | +6.6% | +10.6% |
| YTD | +31.1% | +8.8% | +22.3% | +30.2% |
| 1Y | +54.3% | +22.6% | +31.7% | +49.6% |
| All | +54.3% | +22.9% | +31.4% | +49.6% |
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