+8,682.5%
JNJ vs B
+803.7%
+7,878.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.1% |
| 7D | +2.7% | -1.6% | +4.3% | +2.7% |
| 30D | +7.4% | +9.4% | -2.1% | +7.1% |
| 3M | +21.2% | +5.0% | +16.2% | +21.0% |
| 6M | +13.4% | -3.5% | +16.9% | +13.3% |
| YTD | +35.1% | +4.5% | +30.7% | +34.7% |
| 1Y | +57.4% | +67.8% | -10.3% | +55.2% |
| 3Y | +86.8% | +196.7% | -109.9% | +81.4% |
| 5Y | +80.8% | +151.9% | -71.1% | +75.8% |
| 10Y | +202.7% | +202.2% | +0.6% | +192.4% |
| All | +8,682.5% | +803.7% | +7,878.7% | +9,280.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling