+532.8%
JNJ vs CG
+351.2%
+181.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | +2.7% | -4.3% | +7.0% | +3.1% |
| 30D | +7.4% | -5.1% | +12.5% | +7.8% |
| 3M | +21.2% | +8.7% | +12.5% | +20.0% |
| 6M | +13.4% | -9.2% | +22.6% | +14.1% |
| YTD | +35.1% | -18.9% | +54.0% | +37.1% |
| 1Y | +57.4% | -25.6% | +83.1% | +60.9% |
| 3Y | +86.8% | +57.3% | +29.5% | +71.5% |
| 5Y | +80.8% | +10.2% | +70.6% | +70.3% |
| 10Y | +202.7% | +364.2% | -161.5% | +126.8% |
| All | +532.8% | +351.2% | +181.6% | +371.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling