+8,682.5%
JNJ vs BN
+15,251.3%
-6,568.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | +2.7% | -2.5% | +5.2% | +3.1% |
| 30D | +7.4% | -9.5% | +16.9% | +9.1% |
| 3M | +21.2% | -10.4% | +31.6% | +23.3% |
| 6M | +13.4% | -6.4% | +19.8% | +14.2% |
| YTD | +35.1% | -11.9% | +47.0% | +37.2% |
| 1Y | +57.4% | -8.6% | +66.0% | +58.5% |
| 3Y | +86.8% | +77.6% | +9.2% | +64.2% |
| 5Y | +80.8% | +37.0% | +43.8% | +63.6% |
| 10Y | +202.7% | +266.4% | -63.6% | +125.1% |
| All | +8,682.5% | +15,251.3% | -6,568.9% | +4,794.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling