+365.3%
JNJ vs CDW
+1,039.4%
-674.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.4% |
| 7D | +1.5% | +2.6% | -1.1% | +1.1% |
| 30D | +6.3% | +20.4% | -14.1% | +3.3% |
| 3M | +8.5% | +28.5% | -20.0% | +4.1% |
| 6M | +28.0% | +70.6% | -42.6% | +16.8% |
| YTD | +37.7% | +29.1% | +8.6% | +30.2% |
| 1Y | +47.9% | +23.8% | +24.1% | +40.8% |
| 3Y | +107.4% | -14.5% | +121.9% | +106.8% |
| 5Y | +97.7% | -1.6% | +99.3% | +88.2% |
| 10Y | +210.7% | +322.0% | -111.4% | +111.7% |
| All | +365.3% | +1,039.4% | -674.0% | +187.6% |
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