+80.2%
JNJ vs TER
+272.4%
-192.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.4% | -2.0% |
| 7D | -0.8% | +11.0% | -11.7% | -0.3% |
| 30D | +4.3% | -1.9% | +6.2% | +4.3% |
| 3M | +16.5% | -0.7% | +17.2% | +16.7% |
| 6M | +13.1% | +36.4% | -23.2% | +14.2% |
| YTD | +32.1% | +92.4% | -60.3% | +34.8% |
| 1Y | +54.5% | +213.5% | -159.0% | +60.5% |
| All | +80.2% | +272.4% | -192.2% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling