+82.3%
JNJ vs BTSG
+421.3%
-339.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -2.2% |
| 7D | -0.8% | +5.7% | -6.5% | -0.7% |
| 30D | +4.3% | +0.2% | +4.1% | +4.3% |
| 3M | +16.5% | +5.6% | +10.9% | +16.4% |
| 6M | +13.1% | +50.8% | -37.6% | +12.8% |
| YTD | +32.1% | +67.0% | -34.9% | +31.5% |
| 1Y | +54.5% | +145.5% | -91.0% | +53.0% |
| All | +82.3% | +421.3% | -339.1% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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