+9,018.2%
JNJ vs BMY
+1,705.2%
+7,313.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.1% |
| 7D | +3.5% | +2.1% | +1.4% | +2.7% |
| 30D | +12.5% | +7.0% | +5.5% | +9.7% |
| 3M | +9.6% | -0.9% | +10.4% | +9.8% |
| 6M | +25.3% | +14.9% | +10.4% | +18.7% |
| YTD | +40.3% | +22.8% | +17.5% | +29.3% |
| 1Y | +49.6% | +36.2% | +13.4% | +32.5% |
| 3Y | +110.8% | +45.7% | +65.1% | +77.7% |
| 5Y | +99.1% | +31.3% | +67.8% | +73.1% |
| 10Y | +216.6% | +60.6% | +156.0% | +146.9% |
| All | +9,018.2% | +1,705.2% | +7,313.0% | +1,215.8% |
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