+893.3%
JNJ vs CME
+8,496.5%
-7,603.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +3.5% | +3.9% | -0.5% | +2.8% |
| 30D | +12.5% | +11.3% | +1.2% | +10.5% |
| 3M | +9.6% | +19.6% | -10.0% | +6.2% |
| 6M | +25.3% | +8.1% | +17.3% | +23.4% |
| YTD | +40.3% | +20.4% | +19.9% | +35.4% |
| 1Y | +49.6% | +16.5% | +33.2% | +45.2% |
| 3Y | +110.8% | +66.4% | +44.3% | +92.0% |
| 5Y | +99.1% | +74.5% | +24.7% | +78.9% |
| 10Y | +216.6% | +308.5% | -91.9% | +147.1% |
| All | +893.3% | +8,496.5% | -7,603.3% | +407.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling