+51.2%
JNJ vs CI
+21.2%
+30.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.4% | +0.4% | +3.0% |
| 7D | +1.9% | +3.5% | -1.6% | +1.1% |
| 30D | +9.2% | +12.6% | -3.3% | +6.5% |
| 3M | +8.9% | +12.1% | -3.1% | +6.2% |
| 6M | +24.6% | +10.6% | +14.0% | +22.0% |
| YTD | +35.7% | +12.8% | +22.8% | +32.2% |
| 1Y | +51.2% | +18.0% | +33.2% | +46.0% |
| All | +51.2% | +21.2% | +30.0% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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