+202.0%
JNJ vs CF
+575.3%
-373.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.9% |
| 7D | +2.7% | +6.0% | -3.3% | +2.2% |
| 30D | +7.4% | +14.8% | -7.5% | +6.1% |
| 3M | +21.2% | +14.1% | +7.2% | +19.8% |
| 6M | +13.4% | +28.5% | -15.1% | +10.3% |
| YTD | +35.1% | +74.9% | -39.8% | +27.8% |
| 1Y | +57.4% | +61.7% | -4.3% | +49.7% |
| 3Y | +86.8% | +80.3% | +6.4% | +74.1% |
| 5Y | +80.8% | +226.0% | -145.2% | +52.9% |
| All | +202.0% | +575.3% | -373.3% | +133.4% |
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