+82.5%
JNJ vs THC
+253.4%
-170.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -2.1% |
| 7D | -0.8% | -2.6% | +1.8% | -0.6% |
| 30D | +4.3% | -1.2% | +5.5% | +4.4% |
| 3M | +16.5% | +58.9% | -42.4% | +13.8% |
| 6M | +13.1% | +9.3% | +3.8% | +12.2% |
| YTD | +32.1% | +30.4% | +1.8% | +30.0% |
| 1Y | +54.5% | +34.6% | +19.9% | +51.7% |
| 3Y | +82.5% | +246.7% | -164.1% | +66.3% |
| All | +82.5% | +253.4% | -170.9% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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