+8,422.4%
JNJ vs CVX
+4,930.4%
+3,492.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.2% |
| 7D | -3.0% | +1.0% | -3.9% | -3.2% |
| 30D | +2.5% | +10.7% | -8.1% | -0.1% |
| 3M | +13.2% | +15.5% | -2.2% | +9.1% |
| 6M | +11.3% | +14.9% | -3.6% | +7.0% |
| YTD | +31.1% | +44.2% | -13.1% | +18.8% |
| 1Y | +54.3% | +43.5% | +10.8% | +39.8% |
| 3Y | +81.1% | +45.0% | +36.2% | +61.6% |
| 5Y | +82.7% | +172.2% | -89.4% | +34.3% |
| 10Y | +196.5% | +221.9% | -25.4% | +96.2% |
| All | +8,422.4% | +4,930.4% | +3,492.0% | +2,380.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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