+60.7%
BMY vs JHX
+106.3%
-45.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -4.8% | -6.3% | +1.6% | -4.0% |
| 30D | -0.1% | -7.7% | +7.7% | +0.9% |
| 3M | +13.1% | +19.2% | -6.1% | +10.3% |
| 6M | +8.4% | +38.3% | -29.9% | +3.3% |
| YTD | +22.0% | +37.2% | -15.2% | +16.1% |
| 1Y | +40.3% | +42.3% | -2.0% | +32.4% |
| 3Y | +20.5% | -4.4% | +24.9% | +15.5% |
| 5Y | +23.7% | -26.4% | +50.1% | +22.1% |
| All | +60.7% | +106.3% | -45.5% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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