+110.8%
JNJ vs BEN
+86.4%
+24.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.8% |
| 7D | +3.5% | +6.8% | -3.3% | +2.9% |
| 30D | +12.5% | +18.0% | -5.4% | +11.2% |
| 3M | +9.6% | +7.5% | +2.1% | +8.9% |
| 6M | +25.3% | +14.7% | +10.6% | +23.9% |
| YTD | +40.3% | +56.1% | -15.8% | +35.2% |
| 1Y | +49.6% | +69.6% | -19.9% | +43.1% |
| 3Y | +110.8% | +87.7% | +23.1% | +102.0% |
| All | +110.8% | +86.4% | +24.4% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 3y: compounded portfolio wealth divided by compounded BEN 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…
3y analysis · Full analysis span regression · 6 months rolling