+8,682.5%
JNJ vs TAP
+825.0%
+7,857.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | +2.7% | -2.3% | +5.0% | +3.1% |
| 30D | +7.4% | -2.1% | +9.5% | +7.7% |
| 3M | +21.2% | +6.6% | +14.6% | +19.8% |
| 6M | +13.4% | -11.5% | +24.9% | +15.3% |
| YTD | +35.1% | -10.3% | +45.4% | +36.9% |
| 1Y | +57.4% | -14.4% | +71.8% | +60.5% |
| 3Y | +86.8% | -28.3% | +115.1% | +94.5% |
| 5Y | +80.8% | +1.7% | +79.1% | +76.4% |
| 10Y | +202.7% | -49.2% | +252.0% | +217.9% |
| All | +8,682.5% | +825.0% | +7,857.5% | +5,682.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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