+196.5%
JNJ vs TER
+1,819.9%
-1,623.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -0.9% |
| 7D | -3.0% | +12.4% | -15.3% | -3.5% |
| 30D | +2.5% | +5.1% | -2.6% | +2.2% |
| 3M | +13.2% | +4.0% | +9.3% | +12.1% |
| 6M | +11.3% | +29.5% | -18.3% | +7.9% |
| YTD | +31.1% | +98.5% | -67.3% | +23.0% |
| 1Y | +54.3% | +234.1% | -179.8% | +38.8% |
| 3Y | +81.1% | +289.0% | -207.9% | +56.0% |
| 5Y | +82.7% | +228.2% | -145.4% | +55.7% |
| 10Y | +196.5% | +1,895.7% | -1,699.2% | +80.1% |
| All | +196.5% | +1,819.9% | -1,623.5% | +80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling