+192.5%
JNJ vs TECK
+377.7%
-185.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -3.5% | -3.8% | +0.3% | -3.3% |
| 30D | +2.3% | +0.7% | +1.6% | +2.2% |
| 3M | +12.0% | +4.6% | +7.4% | +11.5% |
| 6M | +10.5% | +25.1% | -14.6% | +8.6% |
| YTD | +30.4% | +39.2% | -8.8% | +27.2% |
| 1Y | +52.1% | +60.3% | -8.2% | +47.0% |
| 3Y | +77.8% | +62.9% | +14.9% | +69.5% |
| 5Y | +82.9% | +181.5% | -98.6% | +63.0% |
| All | +192.5% | +377.7% | -185.2% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 10y: compounded portfolio wealth divided by compounded TECK 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…
10y analysis · Full analysis span regression · 6 months rolling