+51.2%
JNJ vs CPB
-18.4%
+69.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.9% | -2.1% | +2.9% |
| 7D | +1.9% | +13.0% | -11.0% | 0.0% |
| 30D | +9.2% | +20.5% | -11.3% | +6.2% |
| 3M | +8.9% | +2.2% | +6.7% | +7.9% |
| 6M | +24.6% | +15.4% | +9.2% | +21.9% |
| YTD | +35.7% | -12.3% | +48.0% | +34.8% |
| 1Y | +51.2% | -18.0% | +69.2% | +51.1% |
| All | +51.2% | -18.4% | +69.6% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling