+8,682.5%
JNJ vs BAX
+900.4%
+7,782.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.2% | -1.5% |
| 7D | +2.7% | -1.1% | +3.8% | +3.0% |
| 30D | +7.4% | -5.5% | +12.8% | +9.1% |
| 3M | +21.2% | +33.5% | -12.3% | +10.2% |
| 6M | +13.4% | +35.9% | -22.5% | +1.9% |
| YTD | +35.1% | +35.4% | -0.2% | +20.0% |
| 1Y | +57.4% | +9.8% | +47.7% | +47.9% |
| 3Y | +86.8% | -32.7% | +119.5% | +97.4% |
| 5Y | +80.8% | -65.6% | +146.4% | +133.3% |
| 10Y | +202.7% | -34.9% | +237.7% | +209.2% |
| All | +8,682.5% | +900.4% | +7,782.0% | +2,556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling