+83.4%
JNJ vs CTVA
+102.0%
-18.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -4.3% | -4.7% | +0.3% | -3.8% |
| 30D | +3.0% | +11.1% | -8.1% | +1.7% |
| 3M | +12.2% | +13.7% | -1.5% | +10.4% |
| 6M | +10.5% | +11.2% | -0.8% | +8.9% |
| YTD | +30.8% | +26.9% | +3.9% | +26.9% |
| 1Y | +54.9% | +18.8% | +36.1% | +51.4% |
| 3Y | +80.7% | +75.9% | +4.7% | +67.4% |
| 5Y | +83.4% | +105.2% | -21.8% | +66.1% |
| All | +83.4% | +102.0% | -18.5% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling