+8,487.5%
JNJ vs CDNS
+5,916.4%
+2,571.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -2.0% |
| 7D | -0.8% | -9.2% | +8.5% | 0.0% |
| 30D | +4.3% | -16.3% | +20.6% | +5.7% |
| 3M | +16.5% | -27.9% | +44.4% | +19.3% |
| 6M | +13.1% | -4.3% | +17.5% | +12.9% |
| YTD | +32.1% | -9.1% | +41.2% | +32.2% |
| 1Y | +54.5% | -21.2% | +75.7% | +56.1% |
| 3Y | +82.5% | +19.4% | +63.2% | +75.6% |
| 5Y | +80.0% | +71.6% | +8.4% | +65.8% |
| 10Y | +195.7% | +1,005.1% | -809.4% | +129.6% |
| All | +8,487.5% | +5,916.4% | +2,571.0% | +4,448.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling