+83.4%
JNJ vs BHP
+112.0%
-28.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | 0.0% |
| 7D | -4.3% | -3.7% | -0.6% | -4.2% |
| 30D | +3.0% | -0.8% | +3.9% | +3.1% |
| 3M | +12.2% | +7.6% | +4.6% | +11.7% |
| 6M | +10.5% | +20.8% | -10.3% | +8.9% |
| YTD | +30.8% | +50.8% | -20.0% | +27.1% |
| 1Y | +54.9% | +70.9% | -16.0% | +49.3% |
| 3Y | +80.7% | +78.0% | +2.6% | +73.0% |
| 5Y | +83.4% | +113.1% | -29.7% | +76.9% |
| All | +83.4% | +112.0% | -28.5% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 5y: compounded portfolio wealth divided by compounded BHP 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…
5y analysis · Full analysis span regression · 6 months rolling