+80.0%
JNJ vs CDW
-22.8%
+102.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.2% | +3.0% | -2.0% |
| 7D | -0.8% | -3.9% | +3.1% | -0.6% |
| 30D | +4.3% | +6.9% | -2.6% | +3.9% |
| 3M | +16.5% | +7.7% | +8.8% | +15.9% |
| 6M | +13.1% | +18.3% | -5.2% | +11.7% |
| YTD | +32.1% | +7.8% | +24.4% | +31.0% |
| 1Y | +54.5% | -12.2% | +66.7% | +55.3% |
| 3Y | +82.5% | -28.9% | +111.5% | +84.5% |
| 5Y | +80.0% | -22.8% | +102.8% | +75.1% |
| All | +80.0% | -22.8% | +102.8% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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