+391.9%
BAC vs JNJ
+196.9%
+195.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -0.3% | -4.3% | +4.1% | +1.9% |
| 30D | -1.8% | +3.0% | -4.8% | -3.3% |
| 3M | +15.3% | +12.2% | +3.1% | +8.2% |
| 6M | +30.2% | +10.5% | +19.7% | +23.0% |
| YTD | +15.6% | +30.8% | -15.2% | -0.6% |
| 1Y | +27.5% | +54.9% | -27.5% | -0.3% |
| 3Y | +137.0% | +80.7% | +56.4% | +66.8% |
| 5Y | +75.6% | +83.4% | -7.8% | +20.3% |
| All | +391.9% | +196.9% | +195.0% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 JNJ 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