+1,093.8%
BAC vs JNJ
+9,019.1%
-7,925.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.9% | +1.5% | -3.3% | -2.6% |
| 30D | -7.2% | +6.3% | -13.5% | -10.3% |
| 3M | -20.4% | +8.5% | -28.9% | -24.0% |
| 6M | +1.3% | +28.0% | -26.7% | -12.0% |
| YTD | -6.4% | +37.7% | -44.1% | -22.3% |
| 1Y | -3.5% | +47.9% | -51.4% | -23.0% |
| 3Y | +96.7% | +107.4% | -10.7% | +28.1% |
| 5Y | +20.6% | +97.7% | -77.1% | -20.4% |
| 10Y | +233.0% | +210.7% | +22.4% | +69.7% |
| All | +1,093.8% | +9,019.1% | -7,925.2% | +48.9% |
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