+825.0%
JNJ vs CNC
+5,287.0%
-4,462.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -3.0% | -4.9% | +1.9% | -2.4% |
| 30D | +2.5% | -3.8% | +6.3% | +2.9% |
| 3M | +13.2% | -3.2% | +16.5% | +13.5% |
| 6M | +11.3% | +47.9% | -36.6% | +5.6% |
| YTD | +31.1% | +55.7% | -24.5% | +23.4% |
| 1Y | +54.3% | +106.2% | -51.9% | +39.8% |
| 3Y | +81.1% | -2.1% | +83.2% | +75.1% |
| 5Y | +82.7% | +3.4% | +79.3% | +73.8% |
| 10Y | +196.5% | +91.7% | +104.8% | +158.9% |
| All | +825.0% | +5,287.0% | -4,462.0% | +460.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling