+57.4%
JNJ vs BA
-8.9%
+66.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.2% |
| 7D | +2.7% | +1.2% | +1.5% | +2.7% |
| 30D | +7.4% | -11.6% | +19.0% | +7.5% |
| 3M | +21.2% | -2.4% | +23.6% | +21.2% |
| 6M | +13.4% | -6.6% | +20.0% | +13.2% |
| YTD | +35.1% | -2.2% | +37.4% | +35.2% |
| 1Y | +57.4% | -8.0% | +65.5% | +57.3% |
| All | +57.4% | -8.9% | +66.3% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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