+8,682.5%
JNJ vs BP
+1,327.5%
+7,355.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | +2.7% | +3.9% | -1.3% | +1.9% |
| 30D | +7.4% | +7.6% | -0.2% | +5.8% |
| 3M | +21.2% | +0.7% | +20.5% | +20.7% |
| 6M | +13.4% | +15.5% | -2.1% | +9.7% |
| YTD | +35.1% | +30.8% | +4.3% | +27.4% |
| 1Y | +57.4% | +34.3% | +23.1% | +47.5% |
| 3Y | +86.8% | +35.1% | +51.7% | +72.6% |
| 5Y | +80.8% | +126.8% | -46.0% | +47.0% |
| 10Y | +202.7% | +123.4% | +79.4% | +135.0% |
| All | +8,682.5% | +1,327.5% | +7,355.0% | +4,101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling