+192.5%
JNJ vs TMO
+338.2%
-145.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -3.5% | -0.6% | -2.9% | -3.3% |
| 30D | +2.3% | +1.1% | +1.2% | +1.9% |
| 3M | +12.0% | +28.3% | -16.4% | +4.4% |
| 6M | +10.5% | +23.3% | -12.8% | +3.6% |
| YTD | +30.4% | +5.5% | +24.9% | +27.4% |
| 1Y | +52.1% | +24.5% | +27.6% | +41.1% |
| 3Y | +77.8% | +19.6% | +58.2% | +64.2% |
| 5Y | +82.9% | +8.1% | +74.8% | +70.0% |
| All | +192.5% | +338.2% | -145.7% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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