+1,757.1%
TSM vs JNJ
+196.9%
+1,560.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +2.6% | -4.3% | +7.0% | +3.4% |
| 30D | +1.4% | +3.0% | -1.6% | +0.8% |
| 3M | +5.0% | +12.2% | -7.3% | +2.2% |
| 6M | +24.0% | +10.5% | +13.5% | +21.1% |
| YTD | +41.6% | +30.8% | +10.8% | +33.2% |
| 1Y | +66.2% | +54.9% | +11.2% | +50.3% |
| 3Y | +398.2% | +80.7% | +317.6% | +326.1% |
| 5Y | +277.6% | +83.4% | +194.2% | +215.4% |
| All | +1,757.1% | +196.9% | +1,560.3% | +1,175.5% |
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