+192.5%
JNJ vs BX
+673.1%
-480.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.6% |
| 7D | -3.5% | -5.6% | +2.1% | -2.9% |
| 30D | +2.3% | -12.2% | +14.5% | +3.8% |
| 3M | +12.0% | +7.4% | +4.6% | +10.8% |
| 6M | +10.5% | +22.2% | -11.7% | +7.3% |
| YTD | +30.4% | -14.0% | +44.4% | +31.9% |
| 1Y | +52.1% | -27.3% | +79.4% | +57.1% |
| 3Y | +77.8% | +24.5% | +53.3% | +66.6% |
| 5Y | +82.9% | +18.9% | +64.0% | +67.1% |
| All | +192.5% | +673.1% | -480.6% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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