+82.5%
JNJ vs CI
+4.2%
+78.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.9% |
| 7D | -0.8% | -2.0% | +1.2% | -0.5% |
| 30D | +4.3% | -1.8% | +6.1% | +4.6% |
| 3M | +16.5% | -4.2% | +20.7% | +17.1% |
| 6M | +13.1% | +2.7% | +10.4% | +12.7% |
| YTD | +32.1% | +1.9% | +30.2% | +31.6% |
| 1Y | +54.5% | -6.3% | +60.7% | +55.0% |
| 3Y | +82.5% | +3.9% | +78.7% | +81.0% |
| All | +82.5% | +4.2% | +78.3% | +81.0% |
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 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