+627.7%
JNJ vs CBOE
+1,025.9%
-398.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.9% |
| 7D | -0.8% | -4.6% | +3.9% | +0.1% |
| 30D | +4.3% | +2.6% | +1.7% | +3.7% |
| 3M | +16.5% | +4.9% | +11.6% | +14.9% |
| 6M | +13.1% | -2.2% | +15.3% | +12.5% |
| YTD | +32.1% | +17.7% | +14.4% | +26.5% |
| 1Y | +54.5% | +26.1% | +28.4% | +45.6% |
| 3Y | +82.5% | +97.1% | -14.6% | +56.1% |
| 5Y | +80.0% | +149.2% | -69.2% | +45.6% |
| 10Y | +195.7% | +385.1% | -189.4% | +104.6% |
| All | +627.7% | +1,025.9% | -398.3% | +309.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling