+83.7%
JNJ vs CSGP
-64.7%
+148.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.0% |
| 7D | +2.7% | -4.1% | +6.7% | +2.9% |
| 30D | +7.4% | +2.3% | +5.1% | +7.2% |
| 3M | +21.2% | -8.2% | +29.4% | +21.5% |
| 6M | +13.4% | -35.1% | +48.5% | +15.3% |
| YTD | +35.1% | -54.0% | +89.2% | +39.7% |
| 1Y | +57.4% | -65.3% | +122.7% | +65.5% |
| 3Y | +86.8% | -62.6% | +149.3% | +94.4% |
| All | +83.7% | -64.7% | +148.4% | +93.4% |
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