+625.5%
JNJ vs CVE
+89.9%
+535.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.1% |
| 7D | +2.7% | +2.5% | +0.2% | +2.5% |
| 30D | +7.4% | +16.7% | -9.4% | +6.1% |
| 3M | +21.2% | +9.3% | +12.0% | +20.2% |
| 6M | +13.4% | +43.6% | -30.2% | +10.1% |
| YTD | +35.1% | +93.6% | -58.5% | +28.1% |
| 1Y | +57.4% | +98.8% | -41.3% | +48.8% |
| 3Y | +86.8% | +73.6% | +13.2% | +76.7% |
| 5Y | +80.8% | +312.5% | -231.7% | +55.1% |
| 10Y | +202.7% | +161.0% | +41.7% | +151.0% |
| All | +625.5% | +89.9% | +535.6% | +512.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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