+83.4%
JNJ vs CIFR
+21.7%
+61.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.7% | +5.4% | -0.3% |
| 7D | -4.3% | -8.2% | +3.9% | -4.4% |
| 30D | +3.0% | -7.4% | +10.4% | +3.0% |
| 3M | +12.2% | -24.2% | +36.4% | +12.2% |
| 6M | +10.5% | +14.2% | -3.7% | +10.6% |
| YTD | +30.8% | +8.0% | +22.8% | +30.9% |
| 1Y | +54.9% | +55.5% | -0.6% | +55.3% |
| 3Y | +80.7% | +429.6% | -348.9% | +80.8% |
| 5Y | +83.4% | +20.8% | +62.7% | +84.4% |
| All | +83.4% | +21.7% | +61.7% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 5y: compounded portfolio wealth divided by compounded CIFR 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…
5y analysis · Full analysis span regression · 6 months rolling