+102.9%
T vs JNJ
+80.6%
+22.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -3.1% | -3.0% | -0.1% | -2.0% |
| 30D | +4.6% | +2.5% | +2.1% | +3.5% |
| 3M | +12.2% | +13.2% | -1.0% | +7.1% |
| 6M | -6.5% | +11.3% | -17.7% | -10.3% |
| YTD | +4.9% | +31.1% | -26.2% | -5.6% |
| 1Y | -10.5% | +54.3% | -64.8% | -24.9% |
| All | +102.9% | +80.6% | +22.3% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling