+8,487.5%
JNJ vs BHP
+8,048.4%
+439.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -4.0% | -2.5% |
| 7D | -0.8% | +1.3% | -2.0% | -1.0% |
| 30D | +4.3% | +4.0% | +0.4% | +3.7% |
| 3M | +16.5% | +12.3% | +4.2% | +14.2% |
| 6M | +13.1% | +30.8% | -17.7% | +8.0% |
| YTD | +32.1% | +58.8% | -26.6% | +22.3% |
| 1Y | +54.5% | +76.8% | -22.4% | +40.5% |
| 3Y | +82.5% | +87.5% | -4.9% | +62.8% |
| 5Y | +80.0% | +123.9% | -43.9% | +53.1% |
| 10Y | +195.7% | +504.4% | -308.7% | +110.2% |
| All | +8,487.5% | +8,048.4% | +439.1% | +3,258.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling