+8,682.5%
JNJ vs BBWI
+1,034.6%
+7,647.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -1.5% |
| 7D | +2.7% | +1.5% | +1.2% | +2.5% |
| 30D | +7.4% | -5.2% | +12.6% | +7.8% |
| 3M | +21.2% | +11.1% | +10.1% | +19.3% |
| 6M | +13.4% | -13.4% | +26.8% | +14.1% |
| YTD | +35.1% | +0.1% | +35.0% | +33.3% |
| 1Y | +57.4% | -36.1% | +93.6% | +62.2% |
| 3Y | +86.8% | -44.1% | +130.9% | +90.0% |
| 5Y | +80.8% | -66.2% | +147.0% | +90.0% |
| 10Y | +202.7% | -54.8% | +257.5% | +176.9% |
| All | +8,682.5% | +1,034.6% | +7,647.8% | +3,400.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling