+207.8%
JNJ vs CSGP
+72.5%
+135.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.1% | +1.9% |
| 7D | +4.3% | -1.8% | +6.1% | +4.5% |
| 30D | +7.9% | +5.3% | +2.6% | +7.0% |
| 3M | +9.4% | +3.3% | +6.1% | +8.5% |
| 6M | +28.8% | -4.7% | +33.5% | +28.7% |
| YTD | +38.5% | -53.5% | +92.1% | +49.6% |
| 1Y | +54.6% | -53.7% | +108.3% | +67.0% |
| 3Y | +108.4% | -59.7% | +168.1% | +126.2% |
| 5Y | +99.6% | -62.5% | +162.1% | +116.6% |
| 10Y | +207.8% | +67.3% | +140.5% | +183.2% |
| All | +207.8% | +72.5% | +135.2% | +183.2% |
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