+1,824.4%
JNJ vs CHRW
+4,173.0%
-2,348.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | +2.7% | -1.4% | +4.1% | +2.9% |
| 30D | +7.4% | -3.5% | +10.8% | +7.8% |
| 3M | +21.2% | -19.4% | +40.6% | +24.5% |
| 6M | +13.4% | -21.4% | +34.8% | +16.5% |
| YTD | +35.1% | -7.1% | +42.3% | +34.8% |
| 1Y | +57.4% | +17.8% | +39.6% | +50.9% |
| 3Y | +86.8% | +78.8% | +8.0% | +65.1% |
| 5Y | +80.8% | +83.5% | -2.7% | +56.7% |
| 10Y | +202.7% | +160.2% | +42.5% | +143.4% |
| All | +1,824.4% | +4,173.0% | -2,348.6% | +909.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling