+155.4%
JNJ vs TENB
-9.4%
+164.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | -0.1% |
| 7D | -3.5% | -12.1% | +8.6% | -3.0% |
| 30D | +2.3% | -18.6% | +20.9% | +3.0% |
| 3M | +12.0% | +12.1% | -0.1% | +11.0% |
| 6M | +10.5% | +46.8% | -36.3% | +7.8% |
| YTD | +30.4% | +28.0% | +2.4% | +28.0% |
| 1Y | +52.1% | -1.4% | +53.5% | +51.5% |
| 3Y | +77.8% | -33.9% | +111.7% | +79.9% |
| 5Y | +82.9% | -34.6% | +117.5% | +81.1% |
| All | +155.4% | -9.4% | +164.9% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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