+4,445.7%
JNJ vs TSEM
-26.5%
+4,472.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.7% | +1.0% |
| 7D | +3.5% | +7.0% | -3.5% | +3.2% |
| 30D | +12.5% | -29.8% | +42.3% | +13.4% |
| 3M | +9.6% | -41.9% | +51.5% | +10.8% |
| 6M | +25.3% | -45.8% | +71.1% | +26.5% |
| YTD | +40.3% | +25.1% | +15.2% | +37.7% |
| 1Y | +49.6% | +48.2% | +1.4% | +46.1% |
| 3Y | +110.8% | +476.5% | -365.7% | +96.3% |
| 5Y | +99.1% | +301.4% | -202.3% | +86.8% |
| 10Y | +216.6% | +812.9% | -596.4% | +187.2% |
| All | +4,445.7% | -26.5% | +4,472.2% | +3,793.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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