+77.8%
JNJ vs BX
+25.1%
+52.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.3% |
| 7D | -3.5% | -5.6% | +2.1% | -3.4% |
| 30D | +2.3% | -12.2% | +14.5% | +2.6% |
| 3M | +12.0% | +7.4% | +4.6% | +11.8% |
| 6M | +10.5% | +22.2% | -11.7% | +10.0% |
| YTD | +30.4% | -14.0% | +44.4% | +30.7% |
| 1Y | +52.1% | -27.3% | +79.4% | +53.5% |
| 3Y | +77.8% | +24.5% | +53.3% | +67.0% |
| All | +77.8% | +25.1% | +52.7% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling