+83.4%
JNJ vs TECK
+180.4%
-97.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | -0.3% |
| 7D | -4.3% | -4.2% | -0.1% | -4.3% |
| 30D | +3.0% | -0.4% | +3.4% | +3.0% |
| 3M | +12.2% | +10.1% | +2.1% | +12.2% |
| 6M | +10.5% | +26.0% | -15.5% | +10.3% |
| YTD | +30.8% | +38.0% | -7.3% | +30.4% |
| 1Y | +54.9% | +63.8% | -8.9% | +54.4% |
| 3Y | +80.7% | +68.5% | +12.1% | +79.3% |
| 5Y | +83.4% | +179.2% | -95.8% | +81.9% |
| All | +83.4% | +180.4% | -97.0% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling