+1,228.5%
JNJ vs BB
+258.8%
+969.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.7% | -5.6% | +8.3% | +2.9% |
| 30D | +7.4% | -11.8% | +19.2% | +7.7% |
| 3M | +21.2% | -25.5% | +46.8% | +22.0% |
| 6M | +13.4% | +121.3% | -107.9% | +10.0% |
| YTD | +35.1% | +103.2% | -68.0% | +31.4% |
| 1Y | +57.4% | +102.6% | -45.2% | +52.9% |
| 3Y | +86.8% | +37.5% | +49.3% | +81.6% |
| 5Y | +80.8% | -30.4% | +111.2% | +78.2% |
| 10Y | +202.7% | 0.0% | +202.7% | +183.7% |
| All | +1,228.5% | +258.8% | +969.7% | +1,088.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling