+210.7%
JNJ vs CNH
+113.9%
+96.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.4% |
| 7D | +1.5% | +6.7% | -5.2% | +0.6% |
| 30D | +6.3% | +7.2% | -0.9% | +5.3% |
| 3M | +8.5% | +17.5% | -9.0% | +5.9% |
| 6M | +28.0% | +15.0% | +13.0% | +24.9% |
| YTD | +37.7% | +36.8% | +0.9% | +30.9% |
| 1Y | +47.9% | +27.6% | +20.3% | +41.8% |
| 3Y | +107.4% | +34.3% | +73.1% | +93.6% |
| 5Y | +97.7% | -12.2% | +110.0% | +92.9% |
| 10Y | +210.7% | +113.9% | +96.8% | +162.2% |
| All | +210.7% | +113.9% | +96.8% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling