+77.8%
JNJ vs BSX
-20.5%
+98.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -3.5% | -10.1% | +6.6% | -2.7% |
| 30D | +2.3% | -16.4% | +18.7% | +3.7% |
| 3M | +12.0% | -8.9% | +20.9% | +12.6% |
| 6M | +10.5% | -38.3% | +48.7% | +13.3% |
| YTD | +30.4% | -54.9% | +85.3% | +35.9% |
| 1Y | +52.1% | -58.8% | +110.9% | +59.7% |
| 3Y | +77.8% | -21.2% | +99.0% | +72.0% |
| All | +77.8% | -20.5% | +98.3% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 3y: compounded portfolio wealth divided by compounded BSX 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…
3y analysis · Full analysis span regression · 6 months rolling