+192.5%
JNJ vs BTG
+159.3%
+33.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -3.5% | -3.8% | +0.2% | -3.4% |
| 30D | +2.3% | +3.6% | -1.3% | +2.2% |
| 3M | +12.0% | +32.0% | -20.0% | +11.1% |
| 6M | +10.5% | +3.4% | +7.1% | +10.1% |
| YTD | +30.4% | +20.8% | +9.6% | +29.3% |
| 1Y | +52.1% | +22.4% | +29.7% | +50.6% |
| 3Y | +77.8% | +91.7% | -13.9% | +73.2% |
| 5Y | +82.9% | +79.0% | +3.9% | +77.8% |
| All | +192.5% | +159.3% | +33.2% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling