+356.7%
JNJ vs CDW
+903.1%
-546.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +2.7% | +3.2% | -0.5% | +2.2% |
| 30D | +7.4% | +9.3% | -1.9% | +5.8% |
| 3M | +21.2% | +9.8% | +11.4% | +19.0% |
| 6M | +13.4% | +23.3% | -9.9% | +8.4% |
| YTD | +35.1% | +13.7% | +21.5% | +30.6% |
| 1Y | +57.4% | -6.5% | +63.9% | +56.9% |
| 3Y | +86.8% | -25.2% | +112.0% | +90.5% |
| 5Y | +80.8% | -19.5% | +100.3% | +78.7% |
| 10Y | +202.7% | +285.8% | -83.1% | +109.1% |
| All | +356.7% | +903.1% | -546.4% | +188.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling