+285.0%
TSM vs JNJ
+79.4%
+205.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -1.0% |
| 7D | +4.8% | -3.0% | +7.7% | +4.0% |
| 30D | +4.0% | +2.5% | +1.5% | +4.8% |
| 3M | +2.0% | +13.2% | -11.3% | +5.4% |
| 6M | +25.5% | +11.3% | +14.2% | +29.4% |
| YTD | +44.0% | +31.1% | +12.9% | +53.5% |
| 1Y | +75.4% | +54.3% | +21.1% | +93.7% |
| 3Y | +406.7% | +81.1% | +325.6% | +483.8% |
| 5Y | +285.0% | +82.7% | +202.3% | +346.4% |
| All | +285.0% | +79.4% | +205.6% | +346.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling