+8,682.5%
JNJ vs TYL
+12,593.6%
-3,911.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -1.0% |
| 7D | +2.7% | -3.7% | +6.4% | +2.9% |
| 30D | +7.4% | +18.7% | -11.4% | +6.5% |
| 3M | +21.2% | +18.1% | +3.1% | +20.2% |
| 6M | +13.4% | -1.1% | +14.5% | +13.3% |
| YTD | +35.1% | -19.8% | +54.9% | +36.1% |
| 1Y | +57.4% | -34.3% | +91.8% | +60.0% |
| 3Y | +86.8% | -8.2% | +95.0% | +86.3% |
| 5Y | +80.8% | -25.4% | +106.2% | +81.1% |
| 10Y | +202.7% | +115.6% | +87.2% | +188.0% |
| All | +8,682.5% | +12,593.6% | -3,911.2% | +6,629.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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