+95.0%
JNJ vs CP
+24.4%
+70.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.7% |
| 7D | +1.1% | +2.8% | -1.7% | +0.6% |
| 30D | +6.9% | +10.2% | -3.3% | +5.2% |
| 3M | +8.0% | +2.4% | +5.7% | +7.5% |
| 6M | +24.3% | +7.7% | +16.6% | +22.7% |
| YTD | +35.6% | +26.0% | +9.6% | +30.5% |
| 1Y | +51.1% | +34.6% | +16.4% | +43.9% |
| 3Y | +98.3% | +26.7% | +71.6% | +88.5% |
| All | +95.0% | +24.4% | +70.7% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling