+51.2%
JNJ vs BLK
+17.9%
+33.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.4% | -1.6% | +3.7% |
| 7D | +1.9% | +5.7% | -3.8% | +1.9% |
| 30D | +9.2% | +14.8% | -5.6% | +9.4% |
| 3M | +8.9% | +8.8% | +0.1% | +8.8% |
| 6M | +24.6% | +17.6% | +7.0% | +25.3% |
| YTD | +35.7% | +16.3% | +19.4% | +35.7% |
| 1Y | +51.2% | +18.0% | +33.2% | +51.8% |
| All | +51.2% | +17.9% | +33.3% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling