+83.4%
JNJ vs CDNS
+70.8%
+12.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -4.3% | -6.5% | +2.2% | -4.5% |
| 30D | +3.0% | -13.0% | +16.0% | +2.6% |
| 3M | +12.2% | -26.0% | +38.2% | +11.4% |
| 6M | +10.5% | -2.8% | +13.3% | +10.1% |
| YTD | +30.8% | -8.8% | +39.6% | +30.3% |
| 1Y | +54.9% | -15.8% | +70.8% | +54.2% |
| 3Y | +80.7% | +19.7% | +60.9% | +77.5% |
| 5Y | +83.4% | +70.8% | +12.7% | +71.7% |
| All | +83.4% | +70.8% | +12.7% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling