+12,702.2%
TSM vs JNJ
+1,844.2%
+10,857.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | +6.2% | +3.5% | +2.8% | +4.8% |
| 30D | -7.3% | +12.5% | -19.8% | -11.6% |
| 3M | -7.1% | +9.6% | -16.7% | -11.0% |
| 6M | +0.2% | +25.3% | -25.1% | -10.0% |
| YTD | +32.2% | +40.3% | -8.1% | +12.9% |
| 1Y | +42.8% | +49.6% | -6.9% | +18.5% |
| 3Y | +330.4% | +110.8% | +219.6% | +196.8% |
| 5Y | +263.9% | +99.1% | +164.8% | +152.6% |
| 10Y | +1,580.2% | +216.6% | +1,363.6% | +798.6% |
| All | +12,702.2% | +1,844.2% | +10,857.9% | +2,038.0% |
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