+210.7%
JNJ vs B
+203.3%
+7.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +1.5% | -2.7% | +4.1% | +1.6% |
| 30D | +6.3% | -4.3% | +10.7% | +6.5% |
| 3M | +8.5% | -2.3% | +10.8% | +8.5% |
| 6M | +28.0% | -16.2% | +44.2% | +28.9% |
| YTD | +37.7% | -8.8% | +46.5% | +37.6% |
| 1Y | +47.9% | +11.4% | +36.6% | +46.0% |
| 3Y | +107.4% | +174.3% | -66.9% | +92.2% |
| 5Y | +97.7% | +116.2% | -18.4% | +84.8% |
| 10Y | +210.7% | +222.7% | -12.1% | +188.7% |
| All | +210.7% | +203.3% | +7.3% | +188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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