+82.5%
JNJ vs CG
+56.8%
+25.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.3% |
| 7D | -0.8% | -1.3% | +0.5% | -0.8% |
| 30D | +4.3% | -3.2% | +7.5% | +4.3% |
| 3M | +16.5% | +6.2% | +10.3% | +16.7% |
| 6M | +13.1% | -4.7% | +17.8% | +13.2% |
| YTD | +32.1% | -20.6% | +52.8% | +31.8% |
| 1Y | +54.5% | -26.4% | +80.9% | +53.9% |
| 3Y | +82.5% | +55.4% | +27.1% | +75.0% |
| All | +82.5% | +56.8% | +25.7% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling