+95.0%
JNJ vs CL
+39.7%
+55.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.3% |
| 7D | +1.1% | +1.3% | -0.2% | +0.5% |
| 30D | +6.9% | +11.4% | -4.5% | +2.2% |
| 3M | +8.0% | +4.4% | +3.6% | +6.0% |
| 6M | +24.3% | +10.8% | +13.5% | +19.0% |
| YTD | +35.6% | +25.1% | +10.5% | +23.2% |
| 1Y | +51.1% | +28.0% | +23.1% | +35.7% |
| 3Y | +98.3% | +37.6% | +60.7% | +69.9% |
| All | +95.0% | +39.7% | +55.3% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling