+6,774.3%
JNJ vs BWA
+2,606.8%
+4,167.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +3.5% | +4.3% | -0.8% | +2.9% |
| 30D | +12.5% | -13.0% | +25.5% | +14.4% |
| 3M | +9.6% | -24.8% | +34.4% | +13.3% |
| 6M | +25.3% | -23.5% | +48.9% | +28.8% |
| YTD | +40.3% | +13.8% | +26.5% | +36.2% |
| 1Y | +49.6% | +13.4% | +36.2% | +45.2% |
| 3Y | +110.8% | +62.8% | +48.0% | +92.9% |
| 5Y | +99.1% | +28.5% | +70.7% | +84.9% |
| 10Y | +216.6% | +95.4% | +121.2% | +167.1% |
| All | +6,774.3% | +2,606.8% | +4,167.5% | +4,359.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling