+663.9%
JNJ vs BLDR
+414.6%
+249.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.7% | -1.3% |
| 7D | +2.7% | -2.8% | +5.5% | +2.8% |
| 30D | +7.4% | -13.3% | +20.6% | +8.3% |
| 3M | +21.2% | -12.3% | +33.5% | +21.9% |
| 6M | +13.4% | -31.5% | +44.9% | +15.6% |
| YTD | +35.1% | -36.1% | +71.2% | +38.1% |
| 1Y | +57.4% | -54.1% | +111.5% | +64.1% |
| 3Y | +86.8% | -55.8% | +142.5% | +92.5% |
| 5Y | +80.8% | +20.7% | +60.1% | +71.7% |
| 10Y | +202.7% | +390.2% | -187.5% | +152.7% |
| All | +663.9% | +414.6% | +249.3% | +399.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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