+98.3%
JNJ vs TPR
+407.4%
-309.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.4% |
| 7D | +1.1% | +14.2% | -13.1% | +1.0% |
| 30D | +6.9% | +17.1% | -10.2% | +6.8% |
| 3M | +8.0% | -17.7% | +25.7% | +7.9% |
| 6M | +24.3% | -10.2% | +34.5% | +24.2% |
| YTD | +35.6% | +4.9% | +30.7% | +35.9% |
| 1Y | +51.1% | +36.1% | +14.9% | +52.3% |
| 3Y | +98.3% | +416.5% | -318.2% | +98.9% |
| All | +98.3% | +407.4% | -309.1% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling