+193.4%
JNJ vs BBWI
-57.7%
+251.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -4.3% | -8.0% | +3.7% | -4.0% |
| 30D | +3.0% | -6.6% | +9.7% | +3.3% |
| 3M | +12.2% | -2.7% | +14.9% | +12.2% |
| 6M | +10.5% | -12.8% | +23.2% | +10.8% |
| YTD | +30.8% | -10.5% | +41.2% | +30.7% |
| 1Y | +54.9% | -35.3% | +90.3% | +57.0% |
| 3Y | +80.7% | -47.7% | +128.4% | +82.8% |
| 5Y | +83.4% | -68.9% | +152.3% | +89.2% |
| All | +193.4% | -57.7% | +251.0% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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