+82.5%
JNJ vs CPB
-40.5%
+123.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.6% |
| 7D | -0.8% | -8.2% | +7.5% | +0.9% |
| 30D | +4.3% | -5.6% | +9.9% | +5.4% |
| 3M | +16.5% | +3.0% | +13.5% | +15.4% |
| 6M | +13.1% | -12.7% | +25.9% | +15.8% |
| YTD | +32.1% | -18.0% | +50.1% | +36.7% |
| 1Y | +54.5% | -31.7% | +86.2% | +66.7% |
| 3Y | +82.5% | -41.0% | +123.5% | +107.0% |
| All | +82.5% | -40.5% | +123.0% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling