+193.4%
JNJ vs BKNG
+217.3%
-23.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -4.3% | -10.7% | +6.3% | -3.2% |
| 30D | +3.0% | -18.1% | +21.1% | +5.2% |
| 3M | +12.2% | +8.5% | +3.7% | +11.1% |
| 6M | +10.5% | -0.1% | +10.5% | +10.1% |
| YTD | +30.8% | -18.2% | +49.0% | +33.0% |
| 1Y | +54.9% | -19.9% | +74.8% | +57.8% |
| 3Y | +80.7% | +41.6% | +39.0% | +68.5% |
| 5Y | +83.4% | +93.1% | -9.7% | +59.8% |
| All | +193.4% | +217.3% | -23.9% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 BKNG 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