+95.0%
JNJ vs CF
+120.6%
-25.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | +1.1% | -3.2% | +4.3% | +1.2% |
| 30D | +6.9% | +4.3% | +2.6% | +6.8% |
| 3M | +8.0% | +2.8% | +5.2% | +7.9% |
| 6M | +24.3% | +0.6% | +23.7% | +24.2% |
| YTD | +35.6% | +56.6% | -21.0% | +33.4% |
| 1Y | +51.1% | +49.6% | +1.4% | +48.7% |
| 3Y | +98.3% | +61.5% | +36.8% | +93.6% |
| All | +95.0% | +120.6% | -25.6% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling