+156.9%
JNJ vs TENB
+1.3%
+155.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -3.0% | -1.7% | -1.3% | -2.9% |
| 30D | +2.5% | -8.3% | +10.8% | +2.8% |
| 3M | +13.2% | +26.2% | -12.9% | +11.7% |
| 6M | +11.3% | +60.2% | -48.9% | +8.3% |
| YTD | +31.1% | +43.1% | -12.0% | +28.2% |
| 1Y | +54.3% | +9.4% | +45.0% | +53.1% |
| 3Y | +81.1% | -23.9% | +105.0% | +82.1% |
| 5Y | +82.7% | -28.2% | +111.0% | +80.5% |
| All | +156.9% | +1.3% | +155.6% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling