+51.2%
JNJ vs CNC
+122.0%
-70.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +12.6% | -8.8% | +3.0% |
| 7D | +1.9% | +13.4% | -11.4% | +1.1% |
| 30D | +9.2% | +18.2% | -9.0% | +8.2% |
| 3M | +8.9% | +18.6% | -9.7% | +7.9% |
| 6M | +24.6% | +41.9% | -17.3% | +23.1% |
| YTD | +35.7% | +84.7% | -49.0% | +33.3% |
| 1Y | +51.2% | +110.5% | -59.3% | +47.1% |
| All | +51.2% | +122.0% | -70.8% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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