+1,110.2%
JNJ vs TPR
+8,233.9%
-7,123.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.3% | +1.9% |
| 7D | +4.3% | +12.7% | -8.4% | +2.9% |
| 30D | +7.9% | +17.1% | -9.2% | +6.0% |
| 3M | +9.4% | -15.9% | +25.2% | +11.1% |
| 6M | +28.8% | +2.6% | +26.2% | +27.8% |
| YTD | +38.5% | +7.5% | +31.0% | +36.3% |
| 1Y | +54.6% | +32.9% | +21.7% | +48.4% |
| 3Y | +108.4% | +413.8% | -305.4% | +67.2% |
| 5Y | +99.6% | +263.9% | -164.3% | +63.2% |
| 10Y | +207.8% | +389.7% | -182.0% | +124.2% |
| All | +1,110.2% | +8,233.9% | -7,123.7% | +515.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling