+9,018.2%
JNJ vs BN
+15,531.3%
-6,513.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | +3.5% | -1.0% | +4.4% | +3.6% |
| 30D | +12.5% | +14.0% | -1.4% | +10.1% |
| 3M | +9.6% | -9.0% | +18.6% | +11.2% |
| 6M | +25.3% | -8.8% | +34.2% | +27.0% |
| YTD | +40.3% | -10.3% | +50.6% | +41.9% |
| 1Y | +49.6% | -5.8% | +55.5% | +50.1% |
| 3Y | +110.8% | +94.8% | +16.0% | +82.6% |
| 5Y | +99.1% | +31.5% | +67.7% | +81.7% |
| 10Y | +216.6% | +291.9% | -75.3% | +132.7% |
| All | +9,018.2% | +15,531.3% | -6,513.2% | +4,963.0% |
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