+6,083.5%
JNJ vs CB
+7,007.0%
-923.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.2% |
| 7D | +4.3% | -1.5% | +5.8% | +4.6% |
| 30D | +7.9% | +6.5% | +1.4% | +6.6% |
| 3M | +9.4% | +4.1% | +5.3% | +8.5% |
| 6M | +28.8% | +14.4% | +14.4% | +25.5% |
| YTD | +38.5% | +17.5% | +21.0% | +34.1% |
| 1Y | +54.6% | +27.5% | +27.1% | +47.3% |
| 3Y | +108.4% | +71.6% | +36.8% | +87.1% |
| 5Y | +99.6% | +100.6% | -1.0% | +73.0% |
| 10Y | +207.8% | +243.0% | -35.2% | +137.3% |
| All | +6,083.5% | +7,007.0% | -923.5% | +3,232.1% |
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 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