+8,682.5%
JNJ vs TER
+14,183.4%
-5,501.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -1.5% |
| 7D | +2.7% | +0.6% | +2.1% | +2.6% |
| 30D | +7.4% | -8.3% | +15.7% | +7.8% |
| 3M | +21.2% | -12.2% | +33.4% | +21.1% |
| 6M | +13.4% | +17.1% | -3.7% | +10.5% |
| YTD | +35.1% | +84.7% | -49.5% | +27.5% |
| 1Y | +57.4% | +199.9% | -142.5% | +43.2% |
| 3Y | +86.8% | +232.8% | -146.0% | +65.6% |
| 5Y | +80.8% | +198.6% | -117.8% | +59.2% |
| 10Y | +202.7% | +1,669.7% | -1,467.0% | +130.8% |
| All | +8,682.5% | +14,183.4% | -5,501.0% | +4,338.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling