+856.7%
JNJ vs CME
+7,469.3%
-6,612.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | +2.7% | -1.6% | +4.3% | +2.9% |
| 30D | +7.4% | +6.2% | +1.1% | +6.3% |
| 3M | +21.2% | +10.4% | +10.8% | +19.0% |
| 6M | +13.4% | -9.5% | +22.9% | +15.0% |
| YTD | +35.1% | +6.0% | +29.1% | +33.3% |
| 1Y | +57.4% | +9.3% | +48.2% | +54.5% |
| 3Y | +86.8% | +57.7% | +29.1% | +71.8% |
| 5Y | +80.8% | +77.7% | +3.1% | +62.1% |
| 10Y | +202.7% | +281.2% | -78.5% | +139.6% |
| All | +856.7% | +7,469.3% | -6,612.6% | +399.8% |
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