+80.0%
JNJ vs B
+154.3%
-74.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -2.2% |
| 7D | -0.8% | +2.3% | -3.1% | -0.9% |
| 30D | +4.3% | +1.4% | +3.0% | +4.2% |
| 3M | +16.5% | +12.2% | +4.3% | +15.7% |
| 6M | +13.1% | -2.1% | +15.3% | +13.0% |
| YTD | +32.1% | +2.9% | +29.2% | +31.4% |
| 1Y | +54.5% | +55.3% | -0.8% | +49.9% |
| 3Y | +82.5% | +198.7% | -116.2% | +69.9% |
| 5Y | +80.0% | +153.8% | -73.8% | +67.2% |
| All | +80.0% | +154.3% | -74.3% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling