+110.8%
JNJ vs CDNS
+23.9%
+86.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +0.5% |
| 7D | +3.5% | +1.0% | +2.5% | +3.5% |
| 30D | +12.5% | -2.0% | +14.5% | +12.4% |
| 3M | +9.6% | -0.2% | +9.8% | +9.8% |
| 6M | +25.3% | -8.9% | +34.2% | +24.7% |
| YTD | +40.3% | +3.3% | +37.0% | +41.2% |
| 1Y | +49.6% | +2.2% | +47.4% | +50.5% |
| 3Y | +110.8% | +22.4% | +88.4% | +117.6% |
| All | +110.8% | +23.9% | +86.8% | +117.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling