+80.0%
JNJ vs TMUS
+41.9%
+38.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | +4.3% | +3.1% | +1.2% | +3.8% |
| 3M | +16.5% | +2.4% | +14.1% | +15.6% |
| 6M | +13.1% | -17.1% | +30.2% | +16.2% |
| YTD | +32.1% | -9.1% | +41.2% | +33.4% |
| 1Y | +54.5% | -23.6% | +78.1% | +61.0% |
| 3Y | +82.5% | +38.8% | +43.7% | +67.7% |
| 5Y | +80.0% | +43.0% | +37.1% | +68.4% |
| All | +80.0% | +41.9% | +38.1% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 5y: compounded portfolio wealth divided by compounded TMUS 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…
5y analysis · Full analysis span regression · 6 months rolling