+5,013.4%
JNJ vs BSX
+957.9%
+4,055.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -3.0% | -7.0% | +4.1% | -1.8% |
| 30D | +2.5% | -10.9% | +13.4% | +4.4% |
| 3M | +13.2% | -8.2% | +21.4% | +14.6% |
| 6M | +11.3% | -37.5% | +48.7% | +19.4% |
| YTD | +31.1% | -52.8% | +84.0% | +46.8% |
| 1Y | +54.3% | -58.4% | +112.7% | +76.3% |
| 3Y | +81.1% | -16.5% | +97.7% | +82.6% |
| 5Y | +82.7% | -1.0% | +83.7% | +77.7% |
| 10Y | +196.5% | +91.2% | +105.2% | +155.0% |
| All | +5,013.4% | +957.9% | +4,055.5% | +2,885.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling