+84.2%
JNJ vs CBOE
+136.7%
-52.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | 0.0% |
| 7D | -3.5% | -5.8% | +2.3% | -2.7% |
| 30D | +2.3% | -3.1% | +5.5% | +2.7% |
| 3M | +12.0% | -4.8% | +16.7% | +12.6% |
| 6M | +10.5% | -0.6% | +11.0% | +9.6% |
| YTD | +30.4% | +12.8% | +17.6% | +26.1% |
| 1Y | +52.1% | +19.8% | +32.4% | +45.1% |
| 3Y | +77.8% | +86.9% | -9.1% | +55.1% |
| All | +84.2% | +136.7% | -52.5% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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