+1,913.6%
JNJ vs TTWO
+5,658.7%
-3,745.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -3.0% | -2.3% | -0.6% | -2.8% |
| 30D | +2.5% | -16.7% | +19.2% | +3.5% |
| 3M | +13.2% | -0.4% | +13.7% | +13.2% |
| 6M | +11.3% | -1.6% | +12.9% | +11.2% |
| YTD | +31.1% | -17.5% | +48.7% | +32.2% |
| 1Y | +54.3% | -14.8% | +69.1% | +55.2% |
| 3Y | +81.1% | +47.9% | +33.3% | +75.6% |
| 5Y | +82.7% | +34.5% | +48.3% | +76.7% |
| 10Y | +196.5% | +394.0% | -197.5% | +163.0% |
| All | +1,913.6% | +5,658.7% | -3,745.1% | +1,511.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling