+83.4%
JNJ vs TER
+214.0%
-130.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | -0.3% |
| 7D | -4.3% | +9.4% | -13.7% | -4.2% |
| 30D | +3.0% | -2.4% | +5.5% | +3.0% |
| 3M | +12.2% | +6.5% | +5.7% | +12.2% |
| 6M | +10.5% | +23.2% | -12.7% | +10.4% |
| YTD | +30.8% | +91.5% | -60.7% | +30.9% |
| 1Y | +54.9% | +214.8% | -159.9% | +55.4% |
| 3Y | +80.7% | +275.3% | -194.7% | +78.2% |
| 5Y | +83.4% | +211.9% | -128.5% | +77.7% |
| All | +83.4% | +214.0% | -130.5% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling