+1,037.0%
JNJ vs BLK
+12,788.7%
-11,751.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -4.3% | -5.2% | +0.8% | -3.4% |
| 30D | +3.0% | -7.0% | +10.1% | +4.4% |
| 3M | +12.2% | +5.7% | +6.6% | +10.8% |
| 6M | +10.5% | +11.0% | -0.5% | +8.0% |
| YTD | +30.8% | +0.9% | +29.9% | +29.7% |
| 1Y | +54.9% | -1.6% | +56.5% | +54.1% |
| 3Y | +80.7% | +64.5% | +16.2% | +62.0% |
| 5Y | +83.4% | +30.9% | +52.6% | +69.2% |
| 10Y | +195.7% | +275.1% | -79.4% | +122.3% |
| All | +1,037.0% | +12,788.7% | -11,751.7% | +539.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling