+911.5%
BE vs JNJ
+167.1%
+744.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.1% | +8.5% | +7.7% |
| 7D | +20.0% | +2.7% | +17.3% | +19.1% |
| 30D | +7.9% | +7.4% | +0.5% | +5.6% |
| 3M | -13.2% | +21.2% | -34.4% | -20.2% |
| 6M | +53.5% | +13.4% | +40.1% | +45.2% |
| YTD | +191.0% | +35.1% | +155.9% | +156.3% |
| 1Y | +360.5% | +57.4% | +303.1% | +276.4% |
| 3Y | +1,568.0% | +86.8% | +1,481.2% | +1,118.8% |
| 5Y | +1,055.2% | +80.8% | +974.4% | +746.4% |
| All | +911.5% | +167.1% | +744.4% | +603.0% |
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