+82.7%
JNJ vs TECH
-42.1%
+124.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -3.0% | -0.1% | -2.9% | -2.9% |
| 30D | +2.5% | +0.3% | +2.2% | +2.5% |
| 3M | +13.2% | +32.9% | -19.7% | +10.5% |
| 6M | +11.3% | +32.1% | -20.8% | +8.1% |
| YTD | +31.1% | +23.4% | +7.7% | +28.0% |
| 1Y | +54.3% | +34.1% | +20.3% | +49.0% |
| 3Y | +81.1% | +2.2% | +79.0% | +76.9% |
| 5Y | +82.7% | -41.8% | +124.5% | +81.7% |
| All | +82.7% | -42.1% | +124.9% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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