+654.8%
JNJ vs TEL
+708.6%
-53.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -1.9% |
| 7D | -0.8% | -1.4% | +0.7% | -0.5% |
| 30D | +4.3% | -4.9% | +9.2% | +5.3% |
| 3M | +16.5% | +0.1% | +16.4% | +15.9% |
| 6M | +13.1% | +0.4% | +12.8% | +11.9% |
| YTD | +32.1% | -8.9% | +41.1% | +32.9% |
| 1Y | +54.5% | -0.3% | +54.8% | +51.8% |
| 3Y | +82.5% | +67.6% | +14.9% | +56.6% |
| 5Y | +80.0% | +50.7% | +29.3% | +55.5% |
| 10Y | +195.7% | +288.6% | -93.0% | +94.1% |
| All | +654.8% | +708.6% | -53.8% | +268.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling