+49.6%
JNJ vs BN
-11.7%
+61.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.9% |
| 7D | +3.5% | -1.0% | +4.4% | +3.5% |
| 30D | +12.5% | +14.0% | -1.4% | +12.4% |
| 3M | +9.6% | -9.0% | +18.6% | +9.2% |
| 6M | +25.3% | -8.8% | +34.2% | +25.2% |
| YTD | +40.3% | -10.3% | +50.6% | +38.2% |
| 1Y | +49.6% | -5.8% | +55.5% | +47.7% |
| All | +49.6% | -11.7% | +61.3% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling