+1,436.3%
JNJ vs CSGP
+3,294.4%
-1,858.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.7% | +6.1% | +1.8% |
| 7D | +1.1% | +1.3% | -0.2% | +1.0% |
| 30D | +6.9% | +10.7% | -3.8% | +5.8% |
| 3M | +8.0% | +3.3% | +4.7% | +7.4% |
| 6M | +24.3% | -10.3% | +34.6% | +24.7% |
| YTD | +35.6% | -54.6% | +90.2% | +42.6% |
| 1Y | +51.1% | -54.6% | +105.7% | +58.8% |
| 3Y | +98.3% | -60.3% | +158.6% | +109.2% |
| 5Y | +94.3% | -63.3% | +157.6% | +104.3% |
| 10Y | +214.9% | +66.5% | +148.5% | +195.4% |
| All | +1,436.3% | +3,294.4% | -1,858.1% | +1,157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling