+107.7%
JNJ vs CSGP
-61.1%
+168.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.3% |
| 7D | +5.5% | -3.2% | +8.6% | +5.6% |
| 30D | +7.4% | +2.2% | +5.2% | +7.2% |
| 3M | +7.8% | -3.7% | +11.4% | +7.9% |
| 6M | +28.2% | -7.4% | +35.7% | +28.3% |
| YTD | +37.9% | -54.9% | +92.8% | +41.6% |
| 1Y | +52.4% | -54.9% | +107.3% | +56.4% |
| 3Y | +107.7% | -61.9% | +169.6% | +113.3% |
| All | +107.7% | -61.1% | +168.8% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling