+84.2%
JNJ vs JBL
+409.3%
-325.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -0.1% |
| 7D | -3.5% | +2.4% | -5.9% | -3.4% |
| 30D | +2.3% | -13.1% | +15.4% | +1.9% |
| 3M | +12.0% | -15.6% | +27.6% | +11.7% |
| 6M | +10.5% | +24.6% | -14.1% | +10.8% |
| YTD | +30.4% | +39.6% | -9.2% | +31.0% |
| 1Y | +52.1% | +48.6% | +3.5% | +53.0% |
| 3Y | +77.8% | +197.3% | -119.5% | +77.7% |
| All | +84.2% | +409.3% | -325.2% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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