+196.5%
JNJ vs CSX
+481.1%
-284.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -3.0% | -0.6% | -2.4% | -2.8% |
| 30D | +2.5% | -3.2% | +5.7% | +3.3% |
| 3M | +13.2% | +2.6% | +10.7% | +12.4% |
| 6M | +11.3% | +19.8% | -8.6% | +6.3% |
| YTD | +31.1% | +34.7% | -3.5% | +21.8% |
| 1Y | +54.3% | +52.1% | +2.2% | +39.0% |
| 3Y | +81.1% | +68.4% | +12.7% | +57.4% |
| 5Y | +82.7% | +65.1% | +17.6% | +57.1% |
| 10Y | +196.5% | +496.7% | -300.2% | +100.8% |
| All | +196.5% | +481.1% | -284.6% | +100.8% |
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