+83.7%
JNJ vs CB
+99.7%
-16.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | +2.7% | +0.5% | +2.2% | +2.5% |
| 30D | +7.4% | -3.1% | +10.5% | +8.4% |
| 3M | +21.2% | +9.0% | +12.3% | +18.3% |
| 6M | +13.4% | +2.9% | +10.6% | +12.4% |
| YTD | +35.1% | +10.1% | +25.0% | +31.2% |
| 1Y | +57.4% | +22.8% | +34.6% | +47.7% |
| 3Y | +86.8% | +73.8% | +13.0% | +59.8% |
| All | +83.7% | +99.7% | -16.0% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling