+210.7%
JNJ vs CP
+251.7%
-41.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | -0.7% | +2.2% | +1.6% |
| 30D | +6.3% | +9.6% | -3.3% | +3.9% |
| 3M | +8.5% | +2.2% | +6.2% | +7.8% |
| 6M | +28.0% | +11.1% | +16.9% | +24.5% |
| YTD | +37.7% | +28.2% | +9.5% | +29.0% |
| 1Y | +47.9% | +32.2% | +15.8% | +37.5% |
| 3Y | +107.4% | +35.5% | +71.9% | +88.2% |
| 5Y | +97.7% | +26.8% | +71.0% | +79.6% |
| 10Y | +210.7% | +256.9% | -46.3% | +117.7% |
| All | +210.7% | +251.7% | -41.1% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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