+192.5%
JNJ vs BP
+137.7%
+54.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.5% | +5.2% | -8.7% | -4.2% |
| 30D | +2.3% | +8.7% | -6.4% | +1.1% |
| 3M | +12.0% | +9.3% | +2.6% | +10.4% |
| 6M | +10.5% | +13.6% | -3.1% | +8.1% |
| YTD | +30.4% | +37.7% | -7.3% | +24.0% |
| 1Y | +52.1% | +40.6% | +11.5% | +44.1% |
| 3Y | +77.8% | +40.3% | +37.5% | +67.0% |
| 5Y | +82.9% | +141.4% | -58.5% | +53.5% |
| All | +192.5% | +137.7% | +54.8% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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