+100.9%
JNJ vs CHRW
+58.8%
+42.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +3.5% | +7.3% | -3.8% | +3.1% |
| 30D | +12.5% | -3.6% | +16.1% | +12.7% |
| 3M | +9.6% | -9.6% | +19.2% | +10.0% |
| 6M | +25.3% | -17.0% | +42.3% | +26.1% |
| YTD | +40.3% | -15.4% | +55.7% | +40.3% |
| 1Y | +49.6% | -10.0% | +59.6% | +49.1% |
| 3Y | +110.8% | +82.2% | +28.6% | +98.1% |
| All | +100.9% | +58.8% | +42.2% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling