+100.9%
JNJ vs CSGP
-62.5%
+163.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.6% |
| 7D | +3.5% | +1.3% | +2.1% | +3.4% |
| 30D | +12.5% | +2.8% | +9.7% | +12.3% |
| 3M | +9.6% | -6.3% | +15.9% | +9.8% |
| 6M | +25.3% | -3.2% | +28.5% | +25.2% |
| YTD | +40.3% | -54.0% | +94.3% | +44.6% |
| 1Y | +49.6% | -54.8% | +104.5% | +54.4% |
| 3Y | +110.8% | -60.6% | +171.4% | +118.3% |
| All | +100.9% | -62.5% | +163.4% | +106.3% |
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 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