+51.2%
JNJ vs CTVA
+33.4%
+17.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.6% | +3.5% |
| 7D | +1.9% | +8.2% | -6.3% | +1.2% |
| 30D | +9.2% | -1.0% | +10.3% | +9.3% |
| 3M | +8.9% | +4.6% | +4.4% | +8.5% |
| 6M | +24.6% | +0.5% | +24.1% | +24.6% |
| YTD | +35.7% | +22.7% | +12.9% | +37.2% |
| 1Y | +51.2% | +32.0% | +19.2% | +54.7% |
| All | +51.2% | +33.4% | +17.8% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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