+131.8%
JNJ vs CRWD
+1,223.0%
-1,091.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.2% |
| 7D | -0.8% | -2.3% | +1.6% | -0.8% |
| 30D | +4.3% | -2.1% | +6.4% | +4.3% |
| 3M | +16.5% | +27.5% | -11.0% | +16.5% |
| 6M | +13.1% | +95.8% | -82.7% | +13.0% |
| YTD | +32.1% | +79.2% | -47.1% | +32.0% |
| 1Y | +54.5% | +96.3% | -41.8% | +54.2% |
| 3Y | +82.5% | +399.8% | -317.3% | +77.4% |
| 5Y | +80.0% | +216.7% | -136.7% | +76.5% |
| All | +131.8% | +1,223.0% | -1,091.1% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD 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 CRWD 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