+219.1%
JNJ vs CME
+305.5%
-86.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +4.1% | +2.7% | +1.4% | +3.3% |
| 30D | +14.0% | +13.5% | +0.6% | +10.1% |
| 3M | +9.2% | +20.9% | -11.7% | +3.5% |
| 6M | +27.8% | +11.5% | +16.3% | +23.5% |
| YTD | +39.2% | +19.5% | +19.7% | +31.6% |
| 1Y | +49.1% | +17.2% | +31.9% | +41.6% |
| 3Y | +109.7% | +65.1% | +44.5% | +79.3% |
| 5Y | +97.6% | +73.1% | +24.5% | +64.7% |
| All | +219.1% | +305.5% | -86.4% | +115.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling