+57.4%
JNJ vs CMS
-1.9%
+59.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | +7.4% | -3.6% | +11.0% | +9.2% |
| 3M | +21.2% | -1.9% | +23.1% | +23.6% |
| 6M | +13.4% | -11.0% | +24.4% | +19.6% |
| YTD | +35.1% | +0.2% | +34.9% | +37.1% |
| 1Y | +57.4% | -1.3% | +58.8% | +60.4% |
| All | +57.4% | -1.9% | +59.3% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling