+133.4%
JNJ vs CTVA
+208.7%
-75.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -3.5% | -4.5% | +1.0% | -2.8% |
| 30D | +2.3% | +11.3% | -9.0% | +0.5% |
| 3M | +12.0% | +12.3% | -0.3% | +9.7% |
| 6M | +10.5% | +7.2% | +3.3% | +8.9% |
| YTD | +30.4% | +26.0% | +4.4% | +25.2% |
| 1Y | +52.1% | +16.0% | +36.1% | +47.7% |
| 3Y | +77.8% | +73.9% | +3.9% | +59.3% |
| 5Y | +82.9% | +103.8% | -20.9% | +56.6% |
| All | +133.4% | +208.7% | -75.3% | +73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling