+51.2%
JNJ vs CLX
-6.5%
+57.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.7% | -1.9% | +2.7% |
| 7D | +1.9% | +14.2% | -12.2% | -0.6% |
| 30D | +9.2% | +22.7% | -13.4% | +5.1% |
| 3M | +8.9% | -2.8% | +11.7% | +9.3% |
| 6M | +24.6% | +17.7% | +6.9% | +20.4% |
| YTD | +35.7% | +3.3% | +32.3% | +35.5% |
| 1Y | +51.2% | -5.6% | +56.8% | +51.0% |
| All | +51.2% | -6.5% | +57.8% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling