+66.9%
T vs JNJ
+196.9%
-129.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -2.4% | -4.3% | +1.9% | -0.4% |
| 30D | +4.3% | +3.0% | +1.3% | +2.8% |
| 3M | +11.6% | +12.2% | -0.7% | +5.5% |
| 6M | -5.6% | +10.5% | -16.0% | -10.2% |
| YTD | +6.6% | +30.8% | -24.2% | -6.7% |
| 1Y | -8.4% | +54.9% | -63.3% | -26.3% |
| 3Y | +107.8% | +80.7% | +27.2% | +53.4% |
| 5Y | +68.3% | +83.4% | -15.1% | +21.5% |
| All | +66.9% | +196.9% | -129.9% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 10y: compounded portfolio wealth divided by compounded JNJ 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…
10y analysis · Full analysis span regression · 6 months rolling