+8,399.1%
JNJ vs TXN
+21,413.5%
-13,014.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -4.3% | +2.0% | -6.3% | -4.6% |
| 30D | +3.0% | -8.0% | +11.0% | +3.9% |
| 3M | +12.2% | -7.8% | +20.0% | +12.6% |
| 6M | +10.5% | +32.4% | -22.0% | +5.9% |
| YTD | +30.8% | +51.7% | -20.9% | +23.2% |
| 1Y | +54.9% | +44.3% | +10.6% | +46.6% |
| 3Y | +80.7% | +71.3% | +9.4% | +65.2% |
| 5Y | +83.4% | +56.4% | +27.0% | +68.1% |
| 10Y | +195.7% | +410.2% | -214.5% | +134.0% |
| All | +8,399.1% | +21,413.5% | -13,014.4% | +3,124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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