+8,947.0%
JNJ vs TER
+10,451.6%
-1,504.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +4.1% | +24.0% | -19.9% | +2.7% |
| 30D | +14.0% | -30.6% | +44.7% | +16.2% |
| 3M | +9.2% | -34.5% | +43.7% | +11.4% |
| 6M | +27.8% | -26.4% | +54.1% | +28.1% |
| YTD | +39.2% | +36.4% | +2.8% | +33.1% |
| 1Y | +49.1% | +47.4% | +1.7% | +41.7% |
| 3Y | +109.7% | +202.6% | -92.9% | +85.7% |
| 5Y | +97.6% | +83.9% | +13.7% | +78.9% |
| 10Y | +214.1% | +1,068.0% | -853.9% | +144.4% |
| All | +8,947.0% | +10,451.6% | -1,504.6% | +4,533.0% |
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