+47.9%
JNJ vs TER
+45.2%
+2.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.3% | -8.4% | +0.3% |
| 7D | +1.5% | +5.9% | -4.4% | +1.8% |
| 30D | +6.3% | -30.8% | +37.1% | +4.2% |
| 3M | +8.5% | -29.9% | +38.4% | +6.5% |
| 6M | +28.0% | -27.5% | +55.4% | +25.3% |
| YTD | +37.7% | +37.5% | +0.2% | +32.4% |
| 1Y | +47.9% | +50.3% | -2.3% | +41.8% |
| All | +47.9% | +45.2% | +2.7% | +41.8% |
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 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