+207.8%
JNJ vs CSX
+436.1%
-228.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.6% | +1.5% |
| 7D | +4.3% | -2.2% | +6.5% | +4.8% |
| 30D | +7.9% | +6.8% | +1.1% | +6.2% |
| 3M | +9.4% | +0.7% | +8.7% | +9.1% |
| 6M | +28.8% | +13.3% | +15.6% | +24.8% |
| YTD | +38.5% | +40.5% | -2.0% | +27.3% |
| 1Y | +54.6% | +44.7% | +9.9% | +41.1% |
| 3Y | +108.4% | +74.5% | +33.9% | +79.6% |
| 5Y | +99.6% | +52.0% | +47.6% | +75.8% |
| 10Y | +207.8% | +412.6% | -204.9% | +130.2% |
| All | +207.8% | +436.1% | -228.3% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 10y: compounded portfolio wealth divided by compounded CSX 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…
10y analysis · Full analysis span regression · 6 months rolling