+192.5%
JNJ vs CME
+282.4%
-89.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -3.5% | -1.6% | -1.9% | -3.1% |
| 30D | +2.3% | +5.6% | -3.3% | +0.7% |
| 3M | +12.0% | +5.6% | +6.4% | +10.1% |
| 6M | +10.5% | -8.3% | +18.7% | +12.6% |
| YTD | +30.4% | +4.3% | +26.1% | +28.1% |
| 1Y | +52.1% | +9.1% | +43.0% | +47.3% |
| 3Y | +77.8% | +52.1% | +25.8% | +55.6% |
| 5Y | +82.9% | +79.7% | +3.2% | +50.3% |
| All | +192.5% | +282.4% | -89.9% | +103.7% |
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