+13,171.6%
TSM vs JNJ
+1,807.9%
+11,363.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +4.4% | +1.5% | +3.0% | +3.9% |
| 30D | -7.0% | +6.3% | -13.3% | -9.4% |
| 3M | -1.8% | +8.5% | -10.3% | -5.5% |
| 6M | +2.7% | +28.0% | -25.3% | -8.7% |
| YTD | +37.1% | +37.7% | -0.6% | +17.9% |
| 1Y | +43.5% | +47.9% | -4.5% | +19.6% |
| 3Y | +341.5% | +107.4% | +234.1% | +206.4% |
| 5Y | +278.9% | +97.7% | +181.1% | +163.4% |
| 10Y | +1,641.8% | +210.7% | +1,431.1% | +838.7% |
| All | +13,171.6% | +1,807.9% | +11,363.7% | +2,133.4% |
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 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