+669.7%
JNJ vs TMUS
+332.5%
+337.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +4.1% | +6.5% | -2.4% | +3.4% |
| 30D | +14.0% | +11.3% | +2.8% | +12.6% |
| 3M | +9.2% | -2.9% | +12.1% | +9.3% |
| 6M | +27.8% | -10.5% | +38.3% | +28.8% |
| YTD | +39.2% | -14.4% | +53.6% | +40.8% |
| 1Y | +49.1% | -17.9% | +67.0% | +51.5% |
| 3Y | +109.7% | +21.9% | +87.8% | +102.6% |
| 5Y | +97.6% | +52.1% | +45.4% | +85.4% |
| 10Y | +214.1% | +242.4% | -28.3% | +168.5% |
| All | +669.7% | +332.5% | +337.2% | +478.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling