+97.6%
JNJ vs CME
+75.0%
+22.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +4.1% | +2.7% | +1.4% | +3.5% |
| 30D | +14.0% | +13.5% | +0.6% | +11.1% |
| 3M | +9.2% | +20.9% | -11.7% | +4.9% |
| 6M | +27.8% | +11.5% | +16.3% | +24.7% |
| YTD | +39.2% | +19.5% | +19.7% | +33.4% |
| 1Y | +49.1% | +17.2% | +31.9% | +43.5% |
| 3Y | +109.7% | +65.1% | +44.5% | +87.0% |
| 5Y | +97.6% | +73.1% | +24.5% | +74.1% |
| All | +97.6% | +75.0% | +22.6% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling