+108.4%
JNJ vs CMS
+37.9%
+70.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | +4.3% | -0.9% | +5.2% | +4.7% |
| 30D | +7.9% | +7.1% | +0.8% | +4.6% |
| 3M | +9.4% | -1.3% | +10.6% | +10.0% |
| 6M | +28.8% | -2.7% | +31.5% | +30.7% |
| YTD | +38.5% | +2.6% | +35.9% | +37.1% |
| 1Y | +54.6% | -2.0% | +56.6% | +56.1% |
| 3Y | +108.4% | +39.6% | +68.8% | +88.2% |
| All | +108.4% | +37.9% | +70.5% | +88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling