+207.8%
JNJ vs CF
+546.3%
-338.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +4.3% | -0.9% | +5.1% | +4.3% |
| 30D | +7.9% | +6.9% | +1.0% | +7.3% |
| 3M | +9.4% | +4.8% | +4.5% | +8.8% |
| 6M | +28.8% | +4.7% | +24.2% | +28.0% |
| YTD | +38.5% | +56.5% | -18.0% | +31.9% |
| 1Y | +54.6% | +48.4% | +6.2% | +47.9% |
| 3Y | +108.4% | +59.1% | +49.2% | +96.1% |
| 5Y | +99.6% | +109.5% | -9.9% | +77.5% |
| 10Y | +207.8% | +487.0% | -279.2% | +139.3% |
| All | +207.8% | +546.3% | -338.5% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling