+53.1%
JNJ vs CSX
+45.3%
+7.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.6% |
| 3M | +9.4% | +0.7% | +8.7% | +9.1% |
| 6M | +28.8% | +13.3% | +15.6% | +25.5% |
| YTD | +38.5% | +40.5% | -2.0% | +31.0% |
| All | +53.1% | +45.3% | +7.9% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling