+83.4%
JNJ vs CLX
-37.2%
+120.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.1% |
| 7D | -4.3% | -5.9% | +1.5% | -3.3% |
| 30D | +3.0% | -17.0% | +20.1% | +6.6% |
| 3M | +12.2% | -9.6% | +21.8% | +14.1% |
| 6M | +10.5% | -21.5% | +32.0% | +15.0% |
| YTD | +30.8% | -8.8% | +39.6% | +32.3% |
| 1Y | +54.9% | -24.7% | +79.6% | +62.1% |
| 3Y | +80.7% | -35.6% | +116.3% | +93.3% |
| 5Y | +83.4% | -37.6% | +121.1% | +92.5% |
| All | +83.4% | -37.2% | +120.6% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling