+8,422.4%
JNJ vs BBY
+73,712.5%
-65,290.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -3.0% | +1.2% | -4.1% | -3.0% |
| 30D | +2.5% | +6.8% | -4.3% | +2.0% |
| 3M | +13.2% | +18.7% | -5.5% | +11.7% |
| 6M | +11.3% | +37.3% | -26.0% | +8.4% |
| YTD | +31.1% | +35.3% | -4.2% | +27.8% |
| 1Y | +54.3% | +20.7% | +33.7% | +51.4% |
| 3Y | +81.1% | +39.4% | +41.7% | +74.0% |
| 5Y | +82.7% | -1.5% | +84.2% | +78.3% |
| 10Y | +196.5% | +239.8% | -43.3% | +159.9% |
| All | +8,422.4% | +73,712.5% | -65,290.1% | +4,632.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling