+195.7%
JNJ vs TPR
+305.2%
-109.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.9% |
| 7D | -0.8% | -3.4% | +2.6% | -0.5% |
| 30D | +4.3% | -27.3% | +31.6% | +6.8% |
| 3M | +16.5% | -16.2% | +32.7% | +17.8% |
| 6M | +13.1% | -17.9% | +31.0% | +14.5% |
| YTD | +32.1% | -7.1% | +39.2% | +32.2% |
| 1Y | +54.5% | +13.6% | +40.9% | +51.8% |
| 3Y | +82.5% | +293.7% | -211.2% | +57.3% |
| 5Y | +80.0% | +239.1% | -159.1% | +54.3% |
| 10Y | +195.7% | +311.2% | -115.5% | +129.9% |
| All | +195.7% | +305.2% | -109.6% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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