+1,279.3%
JNJ vs BB
+314.8%
+964.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.9% |
| 7D | +3.5% | +1.8% | +1.6% | +3.4% |
| 30D | +12.5% | +8.1% | +4.4% | +12.2% |
| 3M | +9.6% | -1.0% | +10.6% | +9.4% |
| 6M | +25.3% | +45.9% | -20.6% | +23.3% |
| YTD | +40.3% | +134.8% | -94.5% | +35.7% |
| 1Y | +49.6% | +104.6% | -54.9% | +45.3% |
| 3Y | +110.8% | +152.8% | -42.1% | +100.8% |
| 5Y | +99.1% | -17.4% | +116.6% | +95.1% |
| 10Y | +216.6% | +22.4% | +194.1% | +194.5% |
| All | +1,279.3% | +314.8% | +964.6% | +1,127.1% |
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