+1,779.8%
TSM vs JNJ
+196.0%
+1,583.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +1.0% | -3.5% | +4.5% | +1.6% |
| 30D | +1.0% | +2.3% | -1.4% | +0.5% |
| 3M | +2.9% | +12.0% | -9.1% | +0.3% |
| 6M | +22.8% | +10.5% | +12.4% | +20.0% |
| YTD | +43.3% | +30.4% | +12.9% | +34.9% |
| 1Y | +69.2% | +52.1% | +17.0% | +53.6% |
| 3Y | +404.5% | +77.8% | +326.7% | +333.9% |
| 5Y | +282.2% | +82.9% | +199.3% | +219.4% |
| All | +1,779.8% | +196.0% | +1,583.8% | +1,191.6% |
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