+8,422.4%
JNJ vs BDX
+5,237.1%
+3,185.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -1.1% |
| 7D | -3.0% | -3.6% | +0.6% | -1.9% |
| 30D | +2.5% | +0.7% | +1.8% | +2.2% |
| 3M | +13.2% | +19.0% | -5.7% | +7.1% |
| 6M | +11.3% | +10.8% | +0.5% | +7.3% |
| YTD | +31.1% | +20.1% | +11.0% | +22.9% |
| 1Y | +54.3% | +23.1% | +31.3% | +43.4% |
| 3Y | +81.1% | -8.8% | +90.0% | +81.8% |
| 5Y | +82.7% | -1.4% | +84.2% | +77.5% |
| 10Y | +196.5% | +60.5% | +136.0% | +142.7% |
| All | +8,422.4% | +5,237.1% | +3,185.3% | +1,713.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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