+192.5%
JNJ vs BNY
+416.3%
-223.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.5% | -1.3% | -2.2% | -3.2% |
| 30D | +2.3% | -0.2% | +2.5% | +2.3% |
| 3M | +12.0% | +14.9% | -2.9% | +8.5% |
| 6M | +10.5% | +40.0% | -29.5% | +2.4% |
| YTD | +30.4% | +42.0% | -11.6% | +20.2% |
| 1Y | +52.1% | +56.9% | -4.7% | +37.0% |
| 3Y | +77.8% | +289.9% | -212.1% | +27.9% |
| 5Y | +82.9% | +259.2% | -176.3% | +31.5% |
| All | +192.5% | +416.3% | -223.8% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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