+192.5%
JNJ vs BAX
-38.1%
+230.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -3.5% | -7.9% | +4.4% | -1.7% |
| 30D | +2.3% | -11.7% | +14.0% | +5.2% |
| 3M | +12.0% | +16.2% | -4.2% | +7.4% |
| 6M | +10.5% | +32.0% | -21.5% | +2.3% |
| YTD | +30.4% | +24.7% | +5.7% | +21.0% |
| 1Y | +52.1% | -2.6% | +54.8% | +49.9% |
| 3Y | +77.8% | -35.0% | +112.8% | +90.6% |
| 5Y | +82.9% | -67.6% | +150.5% | +148.4% |
| All | +192.5% | -38.1% | +230.7% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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