+217.6%
BAC vs JNJ
+216.3%
+1.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | +3.2% | +3.5% | -0.2% | +1.5% |
| 30D | -0.7% | +12.5% | -13.3% | -6.3% |
| 3M | -20.0% | +9.6% | -29.6% | -23.7% |
| 6M | +3.4% | +25.3% | -21.9% | -8.4% |
| YTD | -5.7% | +40.3% | -46.0% | -21.9% |
| 1Y | -1.4% | +49.6% | -51.1% | -21.2% |
| 3Y | +97.9% | +110.8% | -12.9% | +27.2% |
| 5Y | +22.9% | +99.1% | -76.2% | -19.6% |
| All | +217.6% | +216.3% | +1.4% | +67.3% |
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