+107.7%
JNJ vs TER
+188.4%
-80.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.5% |
| 7D | +5.5% | -8.9% | +14.4% | +5.1% |
| 30D | +7.4% | -39.1% | +46.5% | +5.0% |
| 3M | +7.8% | -32.8% | +40.5% | +6.0% |
| 6M | +28.2% | -31.7% | +60.0% | +26.4% |
| YTD | +37.9% | +26.9% | +10.9% | +38.7% |
| 1Y | +52.4% | +33.6% | +18.8% | +53.7% |
| 3Y | +107.7% | +181.5% | -73.9% | +107.1% |
| All | +107.7% | +188.4% | -80.8% | +107.1% |
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 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