+8,847.8%
JNJ vs CI
+8,152.1%
+695.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | +1.5% | -1.3% | +2.8% | +1.7% |
| 30D | +6.3% | +6.4% | -0.1% | +5.1% |
| 3M | +8.5% | +10.7% | -2.2% | +6.4% |
| 6M | +28.0% | +5.5% | +22.5% | +26.5% |
| YTD | +37.7% | +11.4% | +26.3% | +34.4% |
| 1Y | +47.9% | +15.0% | +32.9% | +43.5% |
| 3Y | +107.4% | +9.0% | +98.4% | +99.6% |
| 5Y | +97.7% | +52.0% | +45.8% | +77.0% |
| 10Y | +210.7% | +150.9% | +59.7% | +145.6% |
| All | +8,847.8% | +8,152.1% | +695.6% | +2,728.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling