+84.2%
JNJ vs BBY
+1.5%
+82.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.4% |
| 7D | -3.5% | +0.6% | -4.1% | -3.5% |
| 30D | +2.3% | +9.4% | -7.1% | +1.8% |
| 3M | +12.0% | +19.3% | -7.4% | +11.0% |
| 6M | +10.5% | +47.9% | -37.4% | +8.3% |
| YTD | +30.4% | +39.6% | -9.2% | +28.1% |
| 1Y | +52.1% | +22.2% | +30.0% | +50.4% |
| 3Y | +77.8% | +45.0% | +32.8% | +71.9% |
| All | +84.2% | +1.5% | +82.6% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling