+221.6%
JNJ vs CG
+278.5%
-56.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.7% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | +12.5% | +11.2% | +1.4% | +11.5% |
| 3M | +9.6% | -22.1% | +31.7% | +11.8% |
| 6M | +25.3% | -17.9% | +43.3% | +27.2% |
| YTD | +40.3% | -31.3% | +71.6% | +44.2% |
| 1Y | +49.6% | -24.0% | +73.6% | +52.2% |
| 3Y | +110.8% | +45.0% | +65.8% | +94.1% |
| 5Y | +99.1% | -22.6% | +121.8% | +97.0% |
| All | +221.6% | +278.5% | -56.8% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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