+221.6%
JNJ vs CP
+257.3%
-35.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +3.5% | +2.1% | +1.3% | +2.9% |
| 30D | +12.5% | +9.3% | +3.2% | +10.1% |
| 3M | +9.6% | +0.5% | +9.1% | +9.3% |
| 6M | +25.3% | +10.4% | +14.9% | +22.1% |
| YTD | +40.3% | +28.7% | +11.6% | +31.3% |
| 1Y | +49.6% | +33.2% | +16.5% | +38.9% |
| 3Y | +110.8% | +38.4% | +72.3% | +90.2% |
| 5Y | +99.1% | +26.2% | +72.9% | +81.2% |
| All | +221.6% | +257.3% | -35.7% | +126.7% |
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