+202.0%
JNJ vs CSGP
+44.3%
+157.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.9% |
| 7D | +2.7% | -4.1% | +6.7% | +3.2% |
| 30D | +7.4% | +2.3% | +5.1% | +7.0% |
| 3M | +21.2% | -8.2% | +29.4% | +22.1% |
| 6M | +13.4% | -35.1% | +48.5% | +18.6% |
| YTD | +35.1% | -54.0% | +89.2% | +46.7% |
| 1Y | +57.4% | -65.3% | +122.7% | +77.0% |
| 3Y | +86.8% | -62.6% | +149.3% | +105.4% |
| 5Y | +80.8% | -64.8% | +145.6% | +98.9% |
| All | +202.0% | +44.3% | +157.8% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling