+83.4%
JNJ vs TE
-49.6%
+133.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.4% | -0.3% |
| 7D | -4.3% | +0.9% | -5.2% | -4.3% |
| 30D | +3.0% | -16.3% | +19.3% | +3.0% |
| 3M | +12.2% | -40.8% | +53.0% | +12.1% |
| 6M | +10.5% | -42.6% | +53.1% | +10.3% |
| YTD | +30.8% | -31.4% | +62.2% | +30.4% |
| 1Y | +54.9% | +144.9% | -90.0% | +52.7% |
| 3Y | +80.7% | -26.0% | +106.7% | +77.5% |
| 5Y | +83.4% | -48.5% | +131.9% | +80.5% |
| All | +83.4% | -49.6% | +133.0% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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