+9,018.2%
JNJ vs BP
+1,406.2%
+7,612.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | +3.5% | +3.8% | -0.4% | +2.7% |
| 30D | +12.5% | -5.3% | +17.8% | +13.6% |
| 3M | +9.6% | +9.3% | +0.3% | +7.4% |
| 6M | +25.3% | +7.2% | +18.1% | +23.0% |
| YTD | +40.3% | +38.0% | +2.3% | +30.6% |
| 1Y | +49.6% | +33.2% | +16.4% | +40.2% |
| 3Y | +110.8% | +50.3% | +60.5% | +90.6% |
| 5Y | +99.1% | +114.1% | -15.0% | +63.9% |
| 10Y | +216.6% | +140.7% | +75.8% | +141.6% |
| All | +9,018.2% | +1,406.2% | +7,612.0% | +4,206.6% |
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 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