+207.8%
JNJ vs CL
+76.2%
+131.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.5% |
| 7D | +4.3% | +0.5% | +3.7% | +4.0% |
| 30D | +7.9% | +11.6% | -3.7% | +2.6% |
| 3M | +9.4% | +5.6% | +3.8% | +6.6% |
| 6M | +28.8% | +13.2% | +15.7% | +21.6% |
| YTD | +38.5% | +26.9% | +11.6% | +23.5% |
| 1Y | +54.6% | +27.3% | +27.3% | +37.5% |
| 3Y | +108.4% | +39.7% | +68.7% | +75.0% |
| 5Y | +99.6% | +41.3% | +58.3% | +65.1% |
| 10Y | +207.8% | +76.3% | +131.5% | +126.2% |
| All | +207.8% | +76.2% | +131.6% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling