+8,374.5%
JNJ vs BNY
+8,074.1%
+300.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.8% |
| 6M | +10.5% | +40.0% | -29.5% | +3.1% |
| YTD | +30.4% | +42.0% | -11.6% | +21.1% |
| 1Y | +52.1% | +56.9% | -4.7% | +38.4% |
| 3Y | +77.8% | +289.9% | -212.1% | +33.7% |
| 5Y | +82.9% | +259.2% | -176.3% | +37.8% |
| 10Y | +194.8% | +413.3% | -218.4% | +100.6% |
| All | +8,374.5% | +8,074.1% | +300.4% | +2,897.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling