+82.7%
JNJ vs BP
+141.6%
-58.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -0.8% |
| 7D | -3.0% | +4.0% | -6.9% | -3.1% |
| 30D | +2.5% | +7.8% | -5.3% | +2.1% |
| 3M | +13.2% | +8.4% | +4.9% | +12.7% |
| 6M | +11.3% | +15.1% | -3.8% | +10.2% |
| YTD | +31.1% | +36.4% | -5.3% | +28.6% |
| 1Y | +54.3% | +40.9% | +13.4% | +51.0% |
| 3Y | +81.1% | +38.8% | +42.3% | +76.1% |
| 5Y | +82.7% | +141.1% | -58.4% | +73.6% |
| All | +82.7% | +141.6% | -58.9% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling