+84.2%
JNJ vs TEL
+56.5%
+27.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.5% |
| 7D | -3.5% | +1.6% | -5.1% | -3.6% |
| 30D | +2.3% | -0.7% | +3.0% | +2.3% |
| 3M | +12.0% | +2.4% | +9.6% | +11.7% |
| 6M | +10.5% | +4.1% | +6.3% | +9.9% |
| YTD | +30.4% | -5.8% | +36.2% | +30.5% |
| 1Y | +52.1% | +0.9% | +51.3% | +51.1% |
| 3Y | +77.8% | +72.6% | +5.2% | +66.5% |
| All | +84.2% | +56.5% | +27.7% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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