+193.4%
JNJ vs CDNS
+1,042.5%
-849.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -4.3% | -6.5% | +2.2% | -3.8% |
| 30D | +3.0% | -13.0% | +16.0% | +4.2% |
| 3M | +12.2% | -26.0% | +38.2% | +15.0% |
| 6M | +10.5% | -2.8% | +13.3% | +9.7% |
| YTD | +30.8% | -8.8% | +39.6% | +30.4% |
| 1Y | +54.9% | -15.8% | +70.8% | +55.6% |
| 3Y | +80.7% | +19.7% | +60.9% | +68.2% |
| 5Y | +83.4% | +70.8% | +12.7% | +55.4% |
| All | +193.4% | +1,042.5% | -849.2% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 10y: compounded portfolio wealth divided by compounded CDNS 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…
10y analysis · Full analysis span regression · 6 months rolling