+57.4%
JNJ vs B
+70.0%
-12.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.1% |
| 7D | +2.7% | -1.6% | +4.3% | +2.7% |
| 30D | +7.4% | +9.4% | -2.1% | +7.2% |
| 3M | +21.2% | +5.0% | +16.2% | +21.1% |
| 6M | +13.4% | -3.5% | +16.9% | +13.4% |
| YTD | +35.1% | +4.5% | +30.7% | +35.1% |
| 1Y | +57.4% | +67.8% | -10.3% | +59.4% |
| All | +57.4% | +70.0% | -12.5% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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