+9,018.2%
JNJ vs CPB
+359.2%
+8,659.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.1% |
| 7D | +3.5% | -1.6% | +5.0% | +3.9% |
| 30D | +12.5% | +19.2% | -6.7% | +6.8% |
| 3M | +9.6% | -0.9% | +10.5% | +9.3% |
| 6M | +25.3% | +15.2% | +10.1% | +19.3% |
| YTD | +40.3% | -13.1% | +53.4% | +44.0% |
| 1Y | +49.6% | -22.4% | +72.1% | +58.6% |
| 3Y | +110.8% | -35.3% | +146.1% | +132.4% |
| 5Y | +99.1% | -33.0% | +132.1% | +114.6% |
| 10Y | +216.6% | -39.2% | +255.7% | +236.2% |
| All | +9,018.2% | +359.2% | +8,659.0% | +4,168.3% |
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