+192.5%
JNJ vs CNH
+158.6%
+33.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -3.5% | -5.7% | +2.2% | -2.8% |
| 30D | +2.3% | +26.6% | -24.2% | -0.8% |
| 3M | +12.0% | +31.1% | -19.1% | +7.9% |
| 6M | +10.5% | +24.9% | -14.4% | +6.7% |
| YTD | +30.4% | +48.7% | -18.3% | +23.0% |
| 1Y | +52.1% | +22.2% | +29.9% | +47.0% |
| 3Y | +77.8% | +7.4% | +70.4% | +72.1% |
| 5Y | +82.9% | +10.8% | +72.1% | +71.8% |
| All | +192.5% | +158.6% | +33.9% | +127.7% |
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