+193.4%
JNJ vs CMS
+120.6%
+72.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -4.3% | -1.3% | -3.0% | -3.8% |
| 30D | +3.0% | -2.8% | +5.8% | +4.2% |
| 3M | +12.2% | -7.1% | +19.4% | +15.9% |
| 6M | +10.5% | -10.0% | +20.5% | +15.4% |
| YTD | +30.8% | -0.9% | +31.7% | +31.2% |
| 1Y | +54.9% | -2.0% | +56.9% | +55.9% |
| 3Y | +80.7% | +33.0% | +47.7% | +59.3% |
| 5Y | +83.4% | +24.3% | +59.2% | +64.3% |
| All | +193.4% | +120.6% | +72.8% | +120.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling