+84.2%
JNJ vs TRU
-35.6%
+119.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -3.5% | -2.7% | -0.8% | -3.4% |
| 30D | +2.3% | -2.0% | +4.4% | +2.4% |
| 3M | +12.0% | +18.4% | -6.5% | +10.9% |
| 6M | +10.5% | +8.9% | +1.6% | +9.8% |
| YTD | +30.4% | -8.9% | +39.3% | +30.7% |
| 1Y | +52.1% | -15.9% | +68.0% | +53.0% |
| 3Y | +77.8% | -1.1% | +78.9% | +75.1% |
| All | +84.2% | -35.6% | +119.8% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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