+7,026.0%
JNJ vs TRMB
+3,381.2%
+3,644.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | +2.7% | -2.5% | +5.2% | +2.8% |
| 30D | +7.4% | +1.5% | +5.9% | +7.3% |
| 3M | +21.2% | +6.8% | +14.5% | +20.7% |
| 6M | +13.4% | -14.9% | +28.3% | +14.3% |
| YTD | +35.1% | -24.1% | +59.2% | +36.9% |
| 1Y | +57.4% | -25.4% | +82.8% | +59.6% |
| 3Y | +86.8% | +8.0% | +78.8% | +84.2% |
| 5Y | +80.8% | -37.3% | +118.1% | +82.8% |
| 10Y | +202.7% | +116.8% | +85.9% | +182.7% |
| All | +7,026.0% | +3,381.2% | +3,644.8% | +5,394.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling