+134.7%
JNJ vs CTVA
+211.9%
-77.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.5% |
| 7D | -3.0% | -5.8% | +2.8% | -2.0% |
| 30D | +2.5% | +11.1% | -8.5% | +0.8% |
| 3M | +13.2% | +13.2% | 0.0% | +10.8% |
| 6M | +11.3% | +8.7% | +2.6% | +9.5% |
| YTD | +31.1% | +27.3% | +3.8% | +25.6% |
| 1Y | +54.3% | +18.0% | +36.3% | +49.4% |
| 3Y | +81.1% | +76.5% | +4.7% | +61.9% |
| 5Y | +82.7% | +105.1% | -22.4% | +56.3% |
| All | +134.7% | +211.9% | -77.1% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling