+80.0%
JNJ vs CNH
+7.1%
+72.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.3% | -1.9% |
| 7D | -0.8% | +8.8% | -9.6% | -1.2% |
| 30D | +4.3% | +24.7% | -20.3% | +3.2% |
| 3M | +16.5% | +27.3% | -10.8% | +15.0% |
| 6M | +13.1% | +23.2% | -10.0% | +11.7% |
| YTD | +32.1% | +48.9% | -16.8% | +29.3% |
| 1Y | +54.5% | +19.4% | +35.1% | +52.6% |
| 3Y | +82.5% | +7.8% | +74.8% | +79.8% |
| 5Y | +80.0% | +8.7% | +71.3% | +74.6% |
| All | +80.0% | +7.1% | +72.9% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling