+8,859.6%
JNJ vs CSX
+10,566.6%
-1,707.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | +5.5% | +0.7% | +4.8% | +5.3% |
| 30D | +7.4% | +8.1% | -0.7% | +5.8% |
| 3M | +7.8% | +2.2% | +5.6% | +7.2% |
| 6M | +28.2% | +14.6% | +13.6% | +24.7% |
| YTD | +37.9% | +42.2% | -4.3% | +28.5% |
| 1Y | +52.4% | +47.3% | +5.1% | +41.0% |
| 3Y | +107.7% | +73.5% | +34.1% | +84.7% |
| 5Y | +96.5% | +54.1% | +42.4% | +77.1% |
| 10Y | +208.3% | +409.0% | -200.7% | +117.1% |
| All | +8,859.6% | +10,566.6% | -1,707.1% | +3,110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling