+221.6%
JNJ vs BWA
+94.2%
+127.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +3.5% | +4.3% | -0.8% | +3.0% |
| 30D | +12.5% | -13.0% | +25.5% | +14.0% |
| 3M | +9.6% | -24.8% | +34.4% | +12.5% |
| 6M | +25.3% | -23.5% | +48.9% | +28.1% |
| YTD | +40.3% | +13.8% | +26.5% | +36.3% |
| 1Y | +49.6% | +13.4% | +36.2% | +45.4% |
| 3Y | +110.8% | +62.8% | +48.0% | +94.3% |
| 5Y | +99.1% | +28.5% | +70.7% | +86.3% |
| All | +221.6% | +94.2% | +127.4% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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