+210.7%
JNJ vs TER
+1,093.5%
-882.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.3% | -8.4% | -0.5% |
| 7D | +1.5% | +5.9% | -4.4% | +1.2% |
| 30D | +6.3% | -30.8% | +37.1% | +7.6% |
| 3M | +8.5% | -29.9% | +38.4% | +9.5% |
| 6M | +28.0% | -27.5% | +55.4% | +27.8% |
| YTD | +37.7% | +37.5% | +0.2% | +30.7% |
| 1Y | +47.9% | +50.3% | -2.3% | +39.4% |
| 3Y | +107.4% | +204.9% | -97.5% | +78.3% |
| 5Y | +97.7% | +89.2% | +8.6% | +75.9% |
| 10Y | +210.7% | +1,077.0% | -866.3% | +111.8% |
| All | +210.7% | +1,093.5% | -882.8% | +111.8% |
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