+27.5%
BAC vs JNJ
+54.5%
-27.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -0.3% | -4.3% | +4.1% | -0.2% |
| 30D | -1.8% | +3.0% | -4.8% | -1.6% |
| 3M | +15.3% | +12.2% | +3.1% | +15.7% |
| 6M | +30.2% | +10.5% | +19.7% | +29.4% |
| YTD | +15.6% | +30.8% | -15.2% | +17.7% |
| 1Y | +27.5% | +54.9% | -27.5% | +31.0% |
| All | +27.5% | +54.5% | -27.0% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling