+77.8%
JNJ vs TTWO
+50.8%
+27.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | -3.5% | +0.4% | -3.9% | -3.5% |
| 30D | +2.3% | -11.3% | +13.6% | +1.9% |
| 3M | +12.0% | +1.6% | +10.4% | +12.2% |
| 6M | +10.5% | +2.1% | +8.4% | +10.7% |
| YTD | +30.4% | -15.8% | +46.2% | +30.2% |
| 1Y | +52.1% | -12.6% | +64.7% | +52.0% |
| 3Y | +77.8% | +48.2% | +29.6% | +79.0% |
| All | +77.8% | +50.8% | +27.0% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 3y: compounded portfolio wealth divided by compounded TTWO 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…
3y analysis · Full analysis span regression · 6 months rolling