+193.4%
JNJ vs BN
+263.5%
-70.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -4.3% | -5.9% | +1.5% | -3.3% |
| 30D | +3.0% | -15.1% | +18.1% | +6.1% |
| 3M | +12.2% | -14.6% | +26.8% | +15.4% |
| 6M | +10.5% | -8.4% | +18.9% | +11.8% |
| YTD | +30.8% | -16.8% | +47.6% | +34.4% |
| 1Y | +54.9% | -14.4% | +69.3% | +57.8% |
| 3Y | +80.7% | +70.1% | +10.6% | +54.1% |
| 5Y | +83.4% | +33.5% | +49.9% | +62.6% |
| All | +193.4% | +263.5% | -70.2% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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