+82.5%
JNJ vs CME
+52.8%
+29.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -0.8% | -2.9% | +2.1% | -0.2% |
| 30D | +4.3% | +5.5% | -1.2% | +3.1% |
| 3M | +16.5% | +11.0% | +5.5% | +14.0% |
| 6M | +13.1% | -9.7% | +22.8% | +15.5% |
| YTD | +32.1% | +4.9% | +27.3% | +30.1% |
| 1Y | +54.5% | +10.1% | +44.4% | +50.0% |
| 3Y | +82.5% | +53.5% | +29.0% | +64.6% |
| All | +82.5% | +52.8% | +29.7% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling