+196.5%
JNJ vs B
+200.3%
-3.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | -3.0% | +1.0% | -4.0% | -3.0% |
| 30D | +2.5% | +9.5% | -7.0% | +2.0% |
| 3M | +13.2% | +14.3% | -1.1% | +12.2% |
| 6M | +11.3% | -1.9% | +13.2% | +11.0% |
| YTD | +31.1% | +4.1% | +27.0% | +30.2% |
| 1Y | +54.3% | +56.1% | -1.8% | +49.3% |
| 3Y | +81.1% | +202.0% | -120.9% | +67.5% |
| 5Y | +82.7% | +158.8% | -76.1% | +69.4% |
| 10Y | +196.5% | +211.9% | -15.4% | +173.8% |
| All | +196.5% | +200.3% | -3.8% | +173.8% |
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