+924.3%
JNJ vs TDY
+6,969.6%
-6,045.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.3% | -1.9% | -2.5% | -4.1% |
| 30D | +3.0% | -12.5% | +15.5% | +4.7% |
| 3M | +12.2% | -0.8% | +13.0% | +12.2% |
| 6M | +10.5% | -9.0% | +19.4% | +11.5% |
| YTD | +30.8% | +16.8% | +14.0% | +27.8% |
| 1Y | +54.9% | +9.5% | +45.5% | +52.5% |
| 3Y | +80.7% | +45.4% | +35.2% | +70.7% |
| 5Y | +83.4% | +37.8% | +45.6% | +73.4% |
| 10Y | +195.7% | +470.2% | -274.5% | +134.1% |
| All | +924.3% | +6,969.6% | -6,045.3% | +602.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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