+78.8%
JNJ vs CDNS
+19.2%
+59.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.7% |
| 7D | -3.0% | -7.2% | +4.2% | -3.6% |
| 30D | +2.5% | -14.3% | +16.8% | +1.2% |
| 3M | +13.2% | -27.2% | +40.4% | +10.5% |
| 6M | +11.3% | -4.5% | +15.8% | +10.9% |
| YTD | +31.1% | -9.0% | +40.1% | +30.3% |
| 1Y | +54.3% | -21.3% | +75.7% | +51.8% |
| All | +78.8% | +19.2% | +59.6% | +77.5% |
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 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