+885.5%
JNJ vs CME
+8,429.7%
-7,544.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +4.1% | +2.7% | +1.4% | +3.6% |
| 30D | +14.0% | +13.5% | +0.6% | +11.6% |
| 3M | +9.2% | +20.9% | -11.7% | +5.7% |
| 6M | +27.8% | +11.5% | +16.3% | +25.1% |
| YTD | +39.2% | +19.5% | +19.7% | +34.5% |
| 1Y | +49.1% | +17.2% | +31.9% | +44.5% |
| 3Y | +109.7% | +65.1% | +44.5% | +91.2% |
| 5Y | +97.6% | +73.1% | +24.5% | +77.7% |
| 10Y | +214.1% | +305.3% | -91.2% | +145.5% |
| All | +885.5% | +8,429.7% | -7,544.2% | +404.3% |
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