+97.6%
JNJ vs CSGP
-63.4%
+161.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | +4.1% | -6.1% | +10.2% | +4.4% |
| 30D | +14.0% | +0.3% | +13.7% | +13.9% |
| 3M | +9.2% | -1.3% | +10.5% | +9.2% |
| 6M | +27.8% | -8.9% | +36.7% | +28.0% |
| YTD | +39.2% | -55.2% | +94.4% | +43.7% |
| 1Y | +49.1% | -56.4% | +105.5% | +54.1% |
| 3Y | +109.7% | -62.2% | +171.9% | +117.6% |
| 5Y | +97.6% | -63.7% | +161.2% | +102.4% |
| All | +97.6% | -63.4% | +161.0% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling