+8,399.1%
JNJ vs TMO
+8,096.9%
+302.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -4.3% | -2.5% | -1.9% | -3.8% |
| 30D | +3.0% | -0.3% | +3.3% | +3.0% |
| 3M | +12.2% | +25.3% | -13.0% | +6.7% |
| 6M | +10.5% | +20.9% | -10.4% | +5.4% |
| YTD | +30.8% | +4.3% | +26.5% | +28.5% |
| 1Y | +54.9% | +27.0% | +27.9% | +45.5% |
| 3Y | +80.7% | +17.5% | +63.1% | +70.6% |
| 5Y | +83.4% | +6.9% | +76.5% | +74.2% |
| 10Y | +195.7% | +332.0% | -136.3% | +105.8% |
| All | +8,399.1% | +8,096.9% | +302.2% | +2,831.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling