+83.4%
JNJ vs BB
-29.9%
+113.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.3% |
| 7D | -4.3% | -2.1% | -2.3% | -4.3% |
| 30D | +3.0% | -16.0% | +19.1% | +3.1% |
| 3M | +12.2% | -14.5% | +26.7% | +12.2% |
| 6M | +10.5% | +118.6% | -108.1% | +9.6% |
| YTD | +30.8% | +98.9% | -68.2% | +29.9% |
| 1Y | +54.9% | +99.5% | -44.5% | +53.7% |
| 3Y | +80.7% | +65.4% | +15.3% | +78.5% |
| 5Y | +83.4% | -27.6% | +111.1% | +82.9% |
| All | +83.4% | -29.9% | +113.3% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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