+87.3%
JNJ vs TPR
+308.4%
-221.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | +2.7% | -2.3% | +5.0% | +2.7% |
| 30D | +7.4% | -23.0% | +30.3% | +7.4% |
| 3M | +21.2% | -12.5% | +33.7% | +21.2% |
| 6M | +13.4% | -21.4% | +34.8% | +13.3% |
| YTD | +35.1% | -3.5% | +38.6% | +35.4% |
| 1Y | +57.4% | +17.4% | +40.1% | +58.4% |
| All | +87.3% | +308.4% | -221.1% | +81.9% |
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