+8,422.4%
JNJ vs BMY
+1,714.3%
+6,708.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.6% |
| 7D | -3.0% | -4.8% | +1.8% | -1.2% |
| 30D | +2.5% | -0.7% | +3.2% | +2.8% |
| 3M | +13.2% | +15.3% | -2.1% | +7.3% |
| 6M | +11.3% | +8.5% | +2.7% | +7.6% |
| YTD | +31.1% | +23.4% | +7.7% | +20.8% |
| 1Y | +54.3% | +42.9% | +11.4% | +34.1% |
| 3Y | +81.1% | +22.0% | +59.2% | +63.1% |
| 5Y | +82.7% | +24.3% | +58.4% | +62.2% |
| 10Y | +196.5% | +64.6% | +131.9% | +128.5% |
| All | +8,422.4% | +1,714.3% | +6,708.1% | +1,129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling