+88.7%
JNJ vs CEG
+717.3%
-628.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -1.1% |
| 7D | +2.7% | +8.0% | -5.3% | +2.8% |
| 30D | +7.4% | +12.9% | -5.6% | +7.6% |
| 3M | +21.2% | +13.2% | +8.1% | +21.5% |
| 6M | +13.4% | -7.0% | +20.4% | +13.5% |
| YTD | +35.1% | -15.0% | +50.1% | +35.1% |
| 1Y | +57.4% | -2.7% | +60.2% | +57.7% |
| 3Y | +86.8% | +184.1% | -97.3% | +73.3% |
| All | +88.7% | +717.3% | -628.5% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling