+192.5%
JNJ vs BLK
+283.5%
-91.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | -3.5% | -3.3% | -0.2% | -2.7% |
| 30D | +2.3% | -6.5% | +8.8% | +4.0% |
| 3M | +12.0% | +6.7% | +5.2% | +9.7% |
| 6M | +10.5% | +14.7% | -4.3% | +6.0% |
| YTD | +30.4% | +2.5% | +27.9% | +28.3% |
| 1Y | +52.1% | -2.8% | +54.9% | +51.5% |
| 3Y | +77.8% | +65.9% | +11.9% | +49.4% |
| 5Y | +82.9% | +33.0% | +49.9% | +61.7% |
| All | +192.5% | +283.5% | -91.0% | +74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling