+51.2%
JNJ vs TER
+42.7%
+8.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.8% | +10.6% | +3.4% |
| 7D | +1.9% | -19.9% | +21.8% | +0.6% |
| 30D | +9.2% | -43.5% | +52.8% | +5.9% |
| 3M | +8.9% | -37.8% | +46.7% | +6.4% |
| 6M | +24.6% | -25.6% | +50.1% | +21.4% |
| YTD | +35.7% | +29.8% | +5.8% | +32.4% |
| 1Y | +51.2% | +43.2% | +8.0% | +48.5% |
| All | +51.2% | +42.7% | +8.5% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 1y: compounded portfolio wealth divided by compounded TER 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…
1y analysis · Full analysis span regression · 6 months rolling