+54.9%
JNJ vs BN
-13.5%
+68.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -4.3% | -5.9% | +1.5% | -4.4% |
| 30D | +3.0% | -15.1% | +18.1% | +2.6% |
| 3M | +12.2% | -14.6% | +26.8% | +11.9% |
| 6M | +10.5% | -8.4% | +18.9% | +10.3% |
| YTD | +30.8% | -16.8% | +47.6% | +29.4% |
| 1Y | +54.9% | -14.4% | +69.3% | +53.8% |
| All | +54.9% | -13.5% | +68.5% | +53.8% |
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 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