+353.4%
JNJ vs CNH
+64.7%
+288.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.2% | -1.6% |
| 7D | +2.7% | +23.3% | -20.6% | +0.1% |
| 30D | +7.4% | +33.5% | -26.1% | +3.6% |
| 3M | +21.2% | +32.7% | -11.5% | +16.8% |
| 6M | +13.4% | +22.2% | -8.8% | +10.1% |
| YTD | +35.1% | +57.7% | -22.6% | +26.9% |
| 1Y | +57.4% | +28.0% | +29.5% | +51.5% |
| 3Y | +86.8% | +11.5% | +75.2% | +80.3% |
| 5Y | +80.8% | +11.9% | +68.9% | +71.0% |
| 10Y | +202.7% | +162.8% | +40.0% | +141.6% |
| All | +353.4% | +64.7% | +288.8% | +275.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling