+8,682.5%
JNJ vs CPB
+325.7%
+8,356.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.2% | -0.2% |
| 7D | +2.7% | -8.6% | +11.3% | +5.2% |
| 30D | +7.4% | -7.2% | +14.6% | +9.5% |
| 3M | +21.2% | +0.9% | +20.3% | +20.4% |
| 6M | +13.4% | -11.8% | +25.2% | +16.6% |
| YTD | +35.1% | -19.4% | +54.5% | +42.2% |
| 1Y | +57.4% | -30.4% | +87.8% | +72.3% |
| 3Y | +86.8% | -40.2% | +126.9% | +111.0% |
| 5Y | +80.8% | -39.5% | +120.3% | +101.3% |
| 10Y | +202.7% | -47.4% | +250.1% | +236.7% |
| All | +8,682.5% | +325.7% | +8,356.7% | +4,115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling