+97.6%
JNJ vs TECH
-41.4%
+139.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | +4.1% | +0.2% | +3.9% | +4.1% |
| 30D | +14.0% | +0.5% | +13.5% | +14.0% |
| 3M | +9.2% | +1.0% | +8.3% | +9.1% |
| 6M | +27.8% | +54.1% | -26.3% | +23.0% |
| YTD | +39.2% | +24.4% | +14.8% | +35.8% |
| 1Y | +49.1% | +19.3% | +29.8% | +46.0% |
| 3Y | +109.7% | +28.5% | +81.2% | +100.6% |
| 5Y | +97.6% | -41.0% | +138.5% | +97.1% |
| All | +97.6% | -41.4% | +139.0% | +97.1% |
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