+884.0%
JNJ vs BG
+1,181.2%
-297.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -3.0% | +0.5% | -3.5% | -3.0% |
| 30D | +2.5% | +10.3% | -7.8% | +1.2% |
| 3M | +13.2% | -1.9% | +15.1% | +13.3% |
| 6M | +11.3% | +5.2% | +6.0% | +10.2% |
| YTD | +31.1% | +41.2% | -10.0% | +25.0% |
| 1Y | +54.3% | +50.5% | +3.8% | +45.6% |
| 3Y | +81.1% | +19.9% | +61.2% | +74.5% |
| 5Y | +82.7% | +86.7% | -4.0% | +63.7% |
| 10Y | +196.5% | +167.5% | +29.0% | +144.5% |
| All | +884.0% | +1,181.2% | -297.2% | +593.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling