+603.8%
JNJ vs BTG
+385.9%
+218.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -0.8% |
| 7D | -3.0% | +2.4% | -5.4% | -3.0% |
| 30D | +2.5% | +9.5% | -7.0% | +2.4% |
| 3M | +13.2% | +38.5% | -25.3% | +12.6% |
| 6M | +11.3% | +5.6% | +5.6% | +11.0% |
| YTD | +31.1% | +23.9% | +7.2% | +30.4% |
| 1Y | +54.3% | +32.1% | +22.2% | +53.2% |
| 3Y | +81.1% | +103.2% | -22.0% | +78.2% |
| 5Y | +82.7% | +79.7% | +3.0% | +79.7% |
| 10Y | +196.5% | +159.1% | +37.4% | +189.3% |
| All | +603.8% | +385.9% | +218.0% | +613.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling