+52.1%
JNJ vs TXG
+453.6%
-401.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.2% |
| 7D | -3.5% | +9.5% | -13.0% | -3.2% |
| 30D | +2.3% | +18.8% | -16.5% | +3.0% |
| 3M | +12.0% | +136.1% | -124.1% | +15.5% |
| 6M | +10.5% | +235.2% | -224.8% | +14.9% |
| YTD | +30.4% | +320.5% | -290.1% | +36.8% |
| 1Y | +52.1% | +425.2% | -373.1% | +60.6% |
| All | +52.1% | +453.6% | -401.5% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling