+1,628.8%
T vs JNJ
+9,019.1%
-7,390.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +2.0% | +1.5% | +0.5% | +1.3% |
| 30D | -1.0% | +6.3% | -7.3% | -3.6% |
| 3M | -8.1% | +8.5% | -16.6% | -11.4% |
| 6M | -8.3% | +28.0% | -36.3% | -17.6% |
| YTD | -6.1% | +37.7% | -43.8% | -18.3% |
| 1Y | -7.4% | +47.9% | -55.3% | -21.9% |
| 3Y | +65.4% | +107.4% | -41.9% | +20.3% |
| 5Y | +57.6% | +97.7% | -40.1% | +15.9% |
| 10Y | +61.4% | +210.7% | -149.3% | -2.7% |
| All | +1,628.8% | +9,019.1% | -7,390.3% | +213.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling