+1,003.0%
BE vs JNJ
+157.7%
+845.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.3% | +7.0% | +6.8% |
| 7D | +9.0% | -3.5% | +12.6% | +10.1% |
| 30D | +16.3% | +2.3% | +14.0% | +15.3% |
| 3M | +10.8% | +12.0% | -1.2% | +4.9% |
| 6M | +73.2% | +10.5% | +62.7% | +64.8% |
| YTD | +217.4% | +30.4% | +187.0% | +182.1% |
| 1Y | +309.8% | +52.1% | +257.7% | +237.9% |
| 3Y | +1,726.2% | +77.8% | +1,648.4% | +1,257.9% |
| 5Y | +1,306.2% | +82.9% | +1,223.3% | +903.6% |
| All | +1,003.0% | +157.7% | +845.3% | +673.6% |
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