+1,960.1%
JNJ vs CNI
+6,516.9%
-4,556.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -3.5% | -0.4% | -3.1% | -3.4% |
| 30D | +2.3% | -2.7% | +5.0% | +2.9% |
| 3M | +12.0% | +3.9% | +8.1% | +10.9% |
| 6M | +10.5% | +16.4% | -5.9% | +6.4% |
| YTD | +30.4% | +25.8% | +4.6% | +23.0% |
| 1Y | +52.1% | +32.4% | +19.7% | +41.7% |
| 3Y | +77.8% | +19.1% | +58.7% | +68.3% |
| 5Y | +82.9% | +13.6% | +69.3% | +73.0% |
| 10Y | +194.8% | +136.8% | +58.0% | +129.8% |
| All | +1,960.1% | +6,516.9% | -4,556.8% | +596.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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