+8,374.5%
JNJ vs BRO
+25,535.5%
-17,160.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.5% | -7.3% | +3.8% | -2.6% |
| 30D | +2.3% | -6.9% | +9.2% | +3.2% |
| 3M | +12.0% | +10.7% | +1.3% | +10.5% |
| 6M | +10.5% | -2.7% | +13.2% | +10.6% |
| YTD | +30.4% | -16.3% | +46.7% | +32.8% |
| 1Y | +52.1% | -29.1% | +81.2% | +58.1% |
| 3Y | +77.8% | -7.8% | +85.6% | +78.1% |
| 5Y | +82.9% | +18.7% | +64.2% | +76.4% |
| 10Y | +194.8% | +291.9% | -97.1% | +150.2% |
| All | +8,374.5% | +25,535.5% | -17,160.9% | +6,672.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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