+8,682.5%
JNJ vs CSX
+10,217.9%
-1,535.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +2.7% | -3.4% | +6.1% | +3.3% |
| 30D | +7.4% | -3.1% | +10.5% | +8.0% |
| 3M | +21.2% | +7.2% | +14.0% | +19.5% |
| 6M | +13.4% | +16.2% | -2.8% | +10.0% |
| YTD | +35.1% | +37.5% | -2.4% | +26.8% |
| 1Y | +57.4% | +53.2% | +4.2% | +44.6% |
| 3Y | +86.8% | +68.2% | +18.5% | +67.1% |
| 5Y | +80.8% | +65.2% | +15.6% | +60.7% |
| 10Y | +202.7% | +504.1% | -301.4% | +106.8% |
| All | +8,682.5% | +10,217.9% | -1,535.4% | +3,068.0% |
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