+266.6%
JNJ vs TRU
+226.0%
+40.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -3.0% | -6.5% | +3.5% | -2.1% |
| 30D | +2.5% | -2.5% | +5.0% | +2.8% |
| 3M | +13.2% | +10.4% | +2.9% | +11.6% |
| 6M | +11.3% | +1.6% | +9.6% | +10.5% |
| YTD | +31.1% | -9.7% | +40.8% | +31.8% |
| 1Y | +54.3% | -17.3% | +71.6% | +56.6% |
| 3Y | +81.1% | -1.8% | +83.0% | +74.4% |
| 5Y | +82.7% | -36.2% | +118.9% | +88.8% |
| 10Y | +196.5% | +143.2% | +53.3% | +139.9% |
| All | +266.6% | +226.0% | +40.6% | +189.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling