+95.0%
JNJ vs CSX
+47.4%
+47.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +2.1% |
| 7D | +1.1% | -5.5% | +6.6% | +2.2% |
| 30D | +6.9% | +4.9% | +1.9% | +6.0% |
| 3M | +8.0% | -2.9% | +10.9% | +8.5% |
| 6M | +24.3% | +8.3% | +15.9% | +22.3% |
| YTD | +35.6% | +36.7% | -1.1% | +27.8% |
| 1Y | +51.1% | +41.5% | +9.6% | +41.5% |
| 3Y | +98.3% | +68.6% | +29.7% | +78.2% |
| All | +95.0% | +47.4% | +47.6% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling