+9,018.2%
JNJ vs TXT
+2,196.3%
+6,821.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +3.5% | +0.1% | +3.3% | +3.4% |
| 30D | +12.5% | +13.3% | -0.8% | +10.2% |
| 3M | +9.6% | -5.0% | +14.5% | +10.2% |
| 6M | +25.3% | -8.4% | +33.8% | +26.6% |
| YTD | +40.3% | -4.0% | +44.3% | +40.3% |
| 1Y | +49.6% | +2.8% | +46.9% | +48.1% |
| 3Y | +110.8% | +10.3% | +100.5% | +104.2% |
| 5Y | +99.1% | +9.2% | +90.0% | +90.8% |
| 10Y | +216.6% | +89.6% | +127.0% | +165.1% |
| All | +9,018.2% | +2,196.3% | +6,821.8% | +3,270.8% |
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