+84.2%
JNJ vs CGNX
-25.4%
+109.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.3% |
| 7D | -3.5% | +3.2% | -6.7% | -3.5% |
| 30D | +2.3% | +6.0% | -3.7% | +2.3% |
| 3M | +12.0% | +3.5% | +8.4% | +11.9% |
| 6M | +10.5% | +26.3% | -15.8% | +9.8% |
| YTD | +30.4% | +79.2% | -48.8% | +28.8% |
| 1Y | +52.1% | +43.8% | +8.3% | +50.7% |
| 3Y | +77.8% | +52.0% | +25.9% | +74.1% |
| All | +84.2% | -25.4% | +109.6% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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