+21.3%
BAC vs JNJ
+98.6%
-77.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | +2.1% | +5.5% | -3.4% | +0.8% |
| 30D | -6.7% | +7.4% | -14.1% | -8.3% |
| 3M | -20.2% | +7.8% | -28.0% | -21.7% |
| 6M | -0.2% | +28.2% | -28.4% | -6.4% |
| YTD | -6.4% | +37.9% | -44.2% | -14.3% |
| 1Y | -3.1% | +52.4% | -55.5% | -13.9% |
| 3Y | +96.7% | +107.7% | -10.9% | +55.1% |
| 5Y | +21.3% | +96.5% | -75.3% | -1.6% |
| All | +21.3% | +98.6% | -77.4% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling