+570.4%
JNJ vs CPAY
+1,524.4%
-954.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -3.0% | -2.5% | -0.5% | -2.6% |
| 30D | +2.5% | +1.3% | +1.2% | +2.3% |
| 3M | +13.2% | +13.5% | -0.2% | +11.0% |
| 6M | +11.3% | +24.7% | -13.4% | +7.1% |
| YTD | +31.1% | +34.9% | -3.8% | +24.0% |
| 1Y | +54.3% | +29.7% | +24.6% | +46.6% |
| 3Y | +81.1% | +49.4% | +31.8% | +64.8% |
| 5Y | +82.7% | +53.5% | +29.2% | +62.8% |
| 10Y | +196.5% | +152.5% | +44.0% | +134.9% |
| All | +570.4% | +1,524.4% | -954.0% | +307.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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