+192.5%
JNJ vs BG
+166.7%
+25.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | -0.1% |
| 7D | -3.5% | +3.1% | -6.6% | -3.9% |
| 30D | +2.3% | +10.2% | -7.9% | +1.0% |
| 3M | +12.0% | -1.7% | +13.7% | +12.0% |
| 6M | +10.5% | +1.0% | +9.5% | +10.0% |
| YTD | +30.4% | +39.9% | -9.5% | +24.5% |
| 1Y | +52.1% | +53.2% | -1.1% | +43.3% |
| 3Y | +77.8% | +16.3% | +61.5% | +72.3% |
| 5Y | +82.9% | +83.9% | -1.0% | +62.9% |
| All | +192.5% | +166.7% | +25.8% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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