+55.5%
JNJ vs CMS
+0.7%
+54.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.5% |
| 7D | -0.8% | +1.2% | -2.0% | -1.3% |
| 30D | +4.3% | -3.2% | +7.5% | +5.9% |
| 3M | +16.5% | -2.2% | +18.7% | +18.9% |
| 6M | +13.1% | -9.4% | +22.6% | +18.6% |
| YTD | +32.1% | +0.7% | +31.5% | +33.7% |
| All | +55.5% | +0.7% | +54.8% | +57.6% |
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