+8,682.5%
JNJ vs TXT
+2,070.1%
+6,612.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | +2.7% | -4.8% | +7.5% | +3.5% |
| 30D | +7.4% | -10.6% | +18.0% | +9.3% |
| 3M | +21.2% | -13.2% | +34.4% | +23.7% |
| 6M | +13.4% | -20.3% | +33.7% | +17.2% |
| YTD | +35.1% | -9.3% | +44.4% | +36.6% |
| 1Y | +57.4% | -2.7% | +60.1% | +57.2% |
| 3Y | +86.8% | +1.4% | +85.4% | +83.5% |
| 5Y | +80.8% | +9.6% | +71.2% | +73.2% |
| 10Y | +202.7% | +94.9% | +107.8% | +152.8% |
| All | +8,682.5% | +2,070.1% | +6,612.4% | +3,180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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