+123.2%
JNJ vs TE
-48.3%
+171.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.0% | -12.2% | -2.2% |
| 7D | -0.8% | +18.2% | -19.0% | -0.7% |
| 30D | +4.3% | -13.5% | +17.8% | +4.3% |
| 3M | +16.5% | -44.6% | +61.1% | +16.4% |
| 6M | +13.1% | -24.7% | +37.8% | +12.9% |
| YTD | +32.1% | -24.3% | +56.4% | +31.8% |
| 1Y | +54.5% | +155.6% | -101.1% | +52.8% |
| 3Y | +82.5% | -18.3% | +100.8% | +79.6% |
| 5Y | +80.0% | -41.3% | +121.3% | +78.4% |
| All | +123.2% | -48.3% | +171.4% | +132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling