+192.5%
JNJ vs TEVA
-22.9%
+215.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.5% |
| 7D | -3.5% | +2.0% | -5.5% | -3.7% |
| 30D | +2.3% | +1.0% | +1.4% | +2.2% |
| 3M | +12.0% | +7.3% | +4.7% | +11.2% |
| 6M | +10.5% | +21.7% | -11.3% | +8.3% |
| YTD | +30.4% | +18.8% | +11.6% | +28.1% |
| 1Y | +52.1% | +86.5% | -34.3% | +43.4% |
| 3Y | +77.8% | +269.4% | -191.6% | +54.9% |
| 5Y | +82.9% | +303.6% | -220.7% | +55.3% |
| All | +192.5% | -22.9% | +215.4% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 10y: compounded portfolio wealth divided by compounded TEVA 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…
10y analysis · Full analysis span regression · 6 months rolling