+96.7%
BAC vs JNJ
+106.3%
-9.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.3% |
| 7D | +2.1% | +5.5% | -3.4% | +1.4% |
| 30D | -6.7% | +7.4% | -14.1% | -7.5% |
| 3M | -20.2% | +7.8% | -28.0% | -20.9% |
| 6M | -0.2% | +28.2% | -28.4% | -3.2% |
| YTD | -6.4% | +37.9% | -44.2% | -10.4% |
| 1Y | -3.1% | +52.4% | -55.5% | -8.9% |
| 3Y | +96.7% | +107.7% | -10.9% | +71.2% |
| All | +96.7% | +106.3% | -9.5% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling