+947.0%
JNJ vs TECK
+2,265.7%
-1,318.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.4% | -2.5% |
| 7D | -0.8% | +7.8% | -8.5% | -1.2% |
| 30D | +4.3% | +8.3% | -4.0% | +3.8% |
| 3M | +16.5% | +16.1% | +0.4% | +15.1% |
| 6M | +13.1% | +42.9% | -29.7% | +10.1% |
| YTD | +32.1% | +50.8% | -18.6% | +27.9% |
| 1Y | +54.5% | +106.1% | -51.6% | +46.2% |
| 3Y | +82.5% | +84.0% | -1.5% | +72.0% |
| 5Y | +80.0% | +223.5% | -143.5% | +60.1% |
| 10Y | +195.7% | +378.1% | -182.4% | +143.8% |
| All | +947.0% | +2,265.7% | -1,318.7% | +721.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling