+193.4%
JNJ vs CG
+321.9%
-128.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.1% |
| 7D | -4.3% | -9.8% | +5.5% | -3.5% |
| 30D | +3.0% | -10.3% | +13.3% | +3.9% |
| 3M | +12.2% | -1.7% | +13.9% | +12.2% |
| 6M | +10.5% | -9.8% | +20.3% | +11.1% |
| YTD | +30.8% | -25.6% | +56.4% | +33.5% |
| 1Y | +54.9% | -32.5% | +87.4% | +59.4% |
| 3Y | +80.7% | +45.6% | +35.0% | +66.9% |
| 5Y | +83.4% | +3.7% | +79.8% | +73.7% |
| All | +193.4% | +321.9% | -128.5% | +135.4% |
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