+84.2%
JNJ vs TXG
-62.8%
+147.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.3% |
| 7D | -3.5% | +9.5% | -13.0% | -3.6% |
| 30D | +2.3% | +18.8% | -16.5% | +2.2% |
| 3M | +12.0% | +136.1% | -124.1% | +11.2% |
| 6M | +10.5% | +235.2% | -224.8% | +9.3% |
| YTD | +30.4% | +320.5% | -290.1% | +28.6% |
| 1Y | +52.1% | +425.2% | -373.1% | +49.4% |
| 3Y | +77.8% | +42.9% | +34.9% | +77.2% |
| All | +84.2% | -62.8% | +147.0% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling