+193.4%
JNJ vs CP
+230.5%
-37.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -4.3% | -2.7% | -1.6% | -3.7% |
| 30D | +3.0% | -3.4% | +6.4% | +3.8% |
| 3M | +12.2% | -0.6% | +12.9% | +12.3% |
| 6M | +10.5% | +6.3% | +4.2% | +8.6% |
| YTD | +30.8% | +21.2% | +9.6% | +24.3% |
| 1Y | +54.9% | +20.0% | +34.9% | +47.5% |
| 3Y | +80.7% | +18.7% | +61.9% | +69.8% |
| 5Y | +83.4% | +34.8% | +48.7% | +63.0% |
| All | +193.4% | +230.5% | -37.2% | +104.3% |
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