+51.2%
JNJ vs CHRW
-10.6%
+61.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.8% |
| 7D | +1.9% | +4.9% | -2.9% | +1.9% |
| 30D | +9.2% | -4.8% | +14.1% | +9.3% |
| 3M | +8.9% | -13.1% | +22.1% | +9.1% |
| 6M | +24.6% | -16.3% | +40.9% | +25.0% |
| YTD | +35.7% | -15.8% | +51.5% | +34.3% |
| 1Y | +51.2% | -11.1% | +62.3% | +48.4% |
| All | +51.2% | -10.6% | +61.8% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling