+55.4%
JNJ vs TER
+234.6%
-179.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -0.6% |
| 7D | -3.0% | +12.4% | -15.3% | -2.4% |
| 30D | +2.5% | +5.1% | -2.6% | +2.8% |
| 3M | +13.2% | +4.0% | +9.3% | +13.4% |
| 6M | +11.3% | +29.5% | -18.3% | +11.3% |
| YTD | +31.1% | +98.5% | -67.3% | +32.5% |
| All | +55.4% | +234.6% | -179.3% | +62.5% |
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