+8,847.8%
JNJ vs CMS
+471.9%
+8,375.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.5% | -1.1% | +2.6% | +1.7% |
| 30D | +6.3% | +6.6% | -0.2% | +4.9% |
| 3M | +8.5% | +0.8% | +7.7% | +8.2% |
| 6M | +28.0% | -3.3% | +31.3% | +28.9% |
| YTD | +37.7% | +2.7% | +35.0% | +36.8% |
| 1Y | +47.9% | -4.0% | +51.9% | +49.1% |
| 3Y | +107.4% | +37.6% | +69.8% | +93.3% |
| 5Y | +97.7% | +35.4% | +62.3% | +84.1% |
| 10Y | +210.7% | +136.0% | +74.6% | +159.3% |
| All | +8,847.8% | +471.9% | +8,375.9% | +6,293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling