+670.2%
JNJ vs BX
+873.6%
-203.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.3% |
| 7D | -3.0% | -5.7% | +2.7% | -2.3% |
| 30D | +2.5% | -8.9% | +11.4% | +3.6% |
| 3M | +13.2% | +8.4% | +4.9% | +11.9% |
| 6M | +11.3% | +18.9% | -7.7% | +8.5% |
| YTD | +31.1% | -13.6% | +44.8% | +32.5% |
| 1Y | +54.3% | -22.4% | +76.8% | +57.8% |
| 3Y | +81.1% | +26.0% | +55.1% | +71.2% |
| 5Y | +82.7% | +18.8% | +63.9% | +69.4% |
| 10Y | +196.5% | +668.7% | -472.3% | +110.2% |
| All | +670.2% | +873.6% | -203.3% | +370.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling