+54.9%
JNJ vs B
+51.2%
+3.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | -0.2% |
| 7D | -4.3% | -5.0% | +0.7% | -4.2% |
| 30D | +3.0% | +8.7% | -5.7% | +2.9% |
| 3M | +12.2% | +17.3% | -5.1% | +11.7% |
| 6M | +10.5% | -5.0% | +15.5% | +10.5% |
| YTD | +30.8% | +1.4% | +29.3% | +30.8% |
| 1Y | +54.9% | +50.5% | +4.4% | +55.9% |
| All | +54.9% | +51.2% | +3.7% | +55.9% |
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