+6,521.2%
JNJ vs BWA
+3,492.4%
+3,028.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.5% |
| 7D | +2.7% | +5.7% | -3.0% | +2.0% |
| 30D | +7.4% | +1.4% | +6.0% | +7.1% |
| 3M | +21.2% | -12.1% | +33.3% | +22.8% |
| 6M | +13.4% | +28.6% | -15.2% | +9.1% |
| YTD | +35.1% | +51.1% | -16.0% | +26.8% |
| 1Y | +57.4% | +55.9% | +1.6% | +46.9% |
| 3Y | +86.8% | +70.1% | +16.6% | +70.2% |
| 5Y | +80.8% | +90.7% | -9.9% | +59.7% |
| 10Y | +202.7% | +154.0% | +48.8% | +147.4% |
| All | +6,521.2% | +3,492.4% | +3,028.8% | +4,053.3% |
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