+192.5%
JNJ vs BMY
+63.7%
+128.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -3.5% | -4.8% | +1.3% | -1.9% |
| 30D | +2.3% | -0.1% | +2.4% | +2.4% |
| 3M | +12.0% | +13.1% | -1.1% | +7.3% |
| 6M | +10.5% | +8.4% | +2.1% | +7.1% |
| YTD | +30.4% | +22.0% | +8.4% | +21.3% |
| 1Y | +52.1% | +40.3% | +11.8% | +34.5% |
| 3Y | +77.8% | +20.5% | +57.3% | +62.6% |
| 5Y | +82.9% | +23.7% | +59.2% | +64.8% |
| All | +192.5% | +63.7% | +128.8% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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