+51.2%
JNJ vs CME
+19.8%
+31.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.6% |
| 7D | +1.9% | +4.8% | -2.9% | +1.3% |
| 30D | +9.2% | +14.2% | -4.9% | +7.4% |
| 3M | +8.9% | +17.9% | -9.0% | +6.6% |
| 6M | +24.6% | +7.2% | +17.3% | +23.4% |
| YTD | +35.7% | +16.7% | +18.9% | +33.4% |
| 1Y | +51.2% | +19.6% | +31.7% | +49.1% |
| All | +51.2% | +19.8% | +31.4% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling