+94.4%
JNJ vs CEG
+672.0%
-577.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +1.2% |
| 7D | +4.1% | +17.8% | -13.7% | +4.4% |
| 30D | +14.0% | -4.5% | +18.6% | +14.0% |
| 3M | +9.2% | +1.5% | +7.7% | +9.3% |
| 6M | +27.8% | -3.5% | +31.3% | +27.9% |
| YTD | +39.2% | -19.7% | +58.9% | +39.1% |
| 1Y | +49.1% | -19.8% | +68.9% | +49.0% |
| 3Y | +109.7% | +136.4% | -26.7% | +97.1% |
| All | +94.4% | +672.0% | -577.6% | +68.2% |
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