+83.7%
JNJ vs CMS
+23.4%
+60.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.9% |
| 3M | +21.2% | -1.9% | +23.1% | +22.4% |
| 6M | +13.4% | -11.0% | +24.4% | +18.7% |
| YTD | +35.1% | +0.2% | +34.9% | +35.1% |
| 1Y | +57.4% | -1.3% | +58.8% | +58.2% |
| 3Y | +86.8% | +35.9% | +50.8% | +67.1% |
| All | +83.7% | +23.4% | +60.2% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling