+1,090.1%
BAC vs JNJ
+9,120.2%
-8,030.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | +1.5% | +4.1% | -2.6% | -0.6% |
| 30D | -6.4% | +14.0% | -20.4% | -12.8% |
| 3M | -21.7% | +9.2% | -30.9% | -25.5% |
| 6M | +0.5% | +27.8% | -27.3% | -12.6% |
| YTD | -6.7% | +39.2% | -45.9% | -23.0% |
| 1Y | -4.7% | +49.1% | -53.8% | -24.2% |
| 3Y | +96.1% | +109.7% | -13.6% | +26.9% |
| 5Y | +21.7% | +97.6% | -75.9% | -19.6% |
| 10Y | +232.0% | +214.1% | +17.9% | +68.1% |
| All | +1,090.1% | +9,120.2% | -8,030.2% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling