+5,932.7%
JNJ vs CB
+6,559.4%
-626.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.8% |
| 7D | +2.7% | +0.5% | +2.2% | +2.6% |
| 30D | +7.4% | -3.1% | +10.5% | +8.0% |
| 3M | +21.2% | +9.0% | +12.3% | +19.2% |
| 6M | +13.4% | +2.9% | +10.6% | +12.7% |
| YTD | +35.1% | +10.1% | +25.0% | +32.5% |
| 1Y | +57.4% | +22.8% | +34.6% | +51.0% |
| 3Y | +86.8% | +73.8% | +13.0% | +67.3% |
| 5Y | +80.8% | +99.2% | -18.4% | +56.9% |
| 10Y | +202.7% | +218.2% | -15.5% | +136.7% |
| All | +5,932.7% | +6,559.4% | -626.7% | +3,192.9% |
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