+100.9%
JNJ vs TRMB
-36.0%
+137.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +3.5% | +2.8% | +0.6% | +3.4% |
| 30D | +12.5% | -5.9% | +18.4% | +12.5% |
| 3M | +9.6% | -3.3% | +12.9% | +9.4% |
| 6M | +25.3% | +1.3% | +24.0% | +24.8% |
| YTD | +40.3% | -29.0% | +69.3% | +41.6% |
| 1Y | +49.6% | -27.8% | +77.4% | +50.9% |
| 3Y | +110.8% | +36.3% | +74.5% | +103.8% |
| All | +100.9% | -36.0% | +137.0% | +97.0% |
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