+5,954.4%
JNJ vs CB
+7,037.7%
-1,083.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.8% |
| 7D | +1.1% | +0.2% | +0.9% | +1.1% |
| 30D | +6.9% | +9.1% | -2.2% | +5.1% |
| 3M | +8.0% | +3.4% | +4.6% | +7.3% |
| 6M | +24.3% | +14.1% | +10.2% | +21.1% |
| YTD | +35.6% | +18.0% | +17.6% | +31.2% |
| 1Y | +51.1% | +30.1% | +20.9% | +43.4% |
| 3Y | +98.3% | +71.8% | +26.5% | +78.0% |
| 5Y | +94.3% | +101.8% | -7.5% | +68.2% |
| 10Y | +214.9% | +252.1% | -37.2% | +141.7% |
| All | +5,954.4% | +7,037.7% | -1,083.3% | +3,159.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling