+78.3%
JNJ vs TENB
-30.4%
+108.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | -0.4% |
| 7D | -4.3% | -7.1% | +2.8% | -4.6% |
| 30D | +3.0% | -15.4% | +18.4% | +2.6% |
| 3M | +12.2% | +19.5% | -7.3% | +12.9% |
| 6M | +10.5% | +54.8% | -44.3% | +12.1% |
| YTD | +30.8% | +36.1% | -5.4% | +32.6% |
| 1Y | +54.9% | +7.0% | +47.9% | +57.0% |
| All | +78.3% | -30.4% | +108.7% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling