+48.1%
JNJ vs CF
+50.2%
-2.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.4% |
| 7D | +5.5% | +4.8% | +0.7% | +5.7% |
| 30D | +7.4% | +9.7% | -2.3% | +7.7% |
| 3M | +7.8% | +1.2% | +6.5% | +8.1% |
| 6M | +28.2% | +7.4% | +20.9% | +28.9% |
| YTD | +37.9% | +60.5% | -22.7% | +44.1% |
| All | +48.1% | +50.2% | -2.1% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling