+69.2%
TSM vs JNJ
+54.5%
+14.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.1% |
| 7D | +1.0% | -3.5% | +4.5% | -0.5% |
| 30D | +1.0% | +2.3% | -1.4% | +2.0% |
| 3M | +2.9% | +12.0% | -9.1% | +7.0% |
| 6M | +22.8% | +10.5% | +12.4% | +28.8% |
| YTD | +43.3% | +30.4% | +12.9% | +53.2% |
| 1Y | +69.2% | +52.1% | +17.0% | +89.8% |
| All | +69.2% | +54.5% | +14.7% | +89.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling