+178.4%
BMY vs JHX
+2,243.5%
-2,065.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -4.8% | -6.3% | +1.6% | -3.9% |
| 30D | -0.1% | -7.7% | +7.7% | +0.9% |
| 3M | +13.1% | +19.2% | -6.1% | +10.2% |
| 6M | +8.4% | +38.3% | -29.9% | +3.1% |
| YTD | +22.0% | +37.2% | -15.2% | +15.8% |
| 1Y | +40.3% | +42.3% | -2.0% | +32.2% |
| 3Y | +20.5% | -4.4% | +24.9% | +15.6% |
| 5Y | +23.7% | -26.4% | +50.1% | +20.9% |
| 10Y | +62.6% | +106.3% | -43.6% | +31.4% |
| All | +178.4% | +2,243.5% | -2,065.1% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling