+219.1%
JNJ vs TPR
+365.1%
-145.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +4.1% | -1.1% | +5.3% | +4.2% |
| 30D | +14.0% | +15.1% | -1.1% | +12.7% |
| 3M | +9.2% | -13.4% | +22.6% | +10.2% |
| 6M | +27.8% | +1.4% | +26.4% | +27.2% |
| YTD | +39.2% | +4.8% | +34.4% | +37.8% |
| 1Y | +49.1% | +29.2% | +19.9% | +45.2% |
| 3Y | +109.7% | +403.7% | -294.0% | +76.7% |
| 5Y | +97.6% | +230.8% | -133.3% | +70.9% |
| All | +219.1% | +365.1% | -145.9% | +146.4% |
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