+84.2%
JNJ vs BX
+17.9%
+66.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.4% |
| 7D | -3.5% | -5.6% | +2.1% | -3.3% |
| 30D | +2.3% | -12.2% | +14.5% | +2.9% |
| 3M | +12.0% | +7.4% | +4.6% | +11.6% |
| 6M | +10.5% | +22.2% | -11.7% | +9.4% |
| YTD | +30.4% | -14.0% | +44.4% | +31.0% |
| 1Y | +52.1% | -27.3% | +79.4% | +54.1% |
| 3Y | +77.8% | +24.5% | +53.3% | +72.7% |
| All | +84.2% | +17.9% | +66.2% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling