+83.2%
JNJ vs CEG
+703.5%
-620.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.8% |
| 7D | -3.0% | +1.3% | -4.3% | -2.9% |
| 30D | +2.5% | +8.8% | -6.3% | +2.7% |
| 3M | +13.2% | +17.0% | -3.7% | +13.6% |
| 6M | +11.3% | -8.7% | +20.0% | +11.3% |
| YTD | +31.1% | -16.4% | +47.6% | +31.1% |
| 1Y | +54.3% | -1.8% | +56.1% | +54.5% |
| 3Y | +81.1% | +175.8% | -94.6% | +68.3% |
| All | +83.2% | +703.5% | -620.3% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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