+108.4%
JNJ vs CI
+6.0%
+102.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.0% |
| 7D | +4.3% | +0.1% | +4.1% | +4.2% |
| 30D | +7.9% | +4.7% | +3.2% | +7.2% |
| 3M | +9.4% | +5.2% | +4.1% | +8.5% |
| 6M | +28.8% | +3.8% | +25.0% | +28.0% |
| YTD | +38.5% | +9.2% | +29.3% | +36.5% |
| 1Y | +54.6% | +14.3% | +40.4% | +51.5% |
| 3Y | +108.4% | +8.4% | +100.0% | +108.9% |
| All | +108.4% | +6.0% | +102.4% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling