+8,487.5%
JNJ vs CHD
+10,010.3%
-1,522.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.8% |
| 7D | -0.8% | -2.9% | +2.1% | -0.1% |
| 30D | +4.3% | -6.2% | +10.5% | +5.7% |
| 3M | +16.5% | +1.6% | +14.9% | +16.1% |
| 6M | +13.1% | -3.5% | +16.7% | +13.9% |
| YTD | +32.1% | +16.2% | +15.9% | +27.8% |
| 1Y | +54.5% | +3.4% | +51.1% | +52.9% |
| 3Y | +82.5% | +4.6% | +77.9% | +79.4% |
| 5Y | +80.0% | +21.1% | +58.9% | +70.8% |
| 10Y | +195.7% | +126.5% | +69.1% | +147.2% |
| All | +8,487.5% | +10,010.3% | -1,522.8% | +3,637.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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