+192.5%
JNJ vs BBY
+252.7%
-60.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.6% |
| 7D | -3.5% | +0.6% | -4.1% | -3.6% |
| 30D | +2.3% | +9.4% | -7.1% | +1.4% |
| 3M | +12.0% | +19.3% | -7.4% | +9.9% |
| 6M | +10.5% | +47.9% | -37.4% | +5.8% |
| YTD | +30.4% | +39.6% | -9.2% | +25.4% |
| 1Y | +52.1% | +22.2% | +30.0% | +48.2% |
| 3Y | +77.8% | +45.0% | +32.8% | +66.7% |
| 5Y | +82.9% | +2.6% | +80.3% | +76.1% |
| All | +192.5% | +252.7% | -60.2% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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