+82.7%
JNJ vs TRMB
-39.0%
+121.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | -0.7% |
| 7D | -3.0% | -2.9% | -0.1% | -2.8% |
| 30D | +2.5% | -1.8% | +4.3% | +2.6% |
| 3M | +13.2% | +8.4% | +4.8% | +12.8% |
| 6M | +11.3% | -18.5% | +29.8% | +12.1% |
| YTD | +31.1% | -26.7% | +57.9% | +32.6% |
| 1Y | +54.3% | -28.3% | +82.6% | +56.2% |
| 3Y | +81.1% | +12.6% | +68.6% | +77.6% |
| 5Y | +82.7% | -38.7% | +121.4% | +84.7% |
| All | +82.7% | -39.0% | +121.7% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 5y: compounded portfolio wealth divided by compounded TRMB 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…
5y analysis · Full analysis span regression · 6 months rolling