+84.5%
JNJ vs CYCU
-99.9%
+184.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -1.2% |
| 7D | +2.7% | -8.1% | +10.7% | +2.6% |
| 30D | +7.4% | -43.0% | +50.4% | +7.0% |
| 3M | +21.2% | -50.8% | +72.1% | +24.1% |
| 6M | +13.4% | -74.1% | +87.5% | +15.9% |
| YTD | +35.1% | -84.0% | +119.1% | +37.8% |
| 1Y | +57.4% | -92.2% | +149.7% | +60.9% |
| All | +84.5% | -99.9% | +184.3% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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