+51.2%
JNJ vs BA
-12.3%
+63.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.8% |
| 7D | +1.9% | +5.9% | -4.0% | +1.9% |
| 30D | +9.2% | -8.2% | +17.4% | +9.2% |
| 3M | +8.9% | -25.4% | +34.3% | +9.5% |
| 6M | +24.6% | -20.0% | +44.6% | +25.0% |
| YTD | +35.7% | -18.5% | +54.1% | +36.1% |
| 1Y | +51.2% | -10.6% | +61.8% | +52.2% |
| All | +51.2% | -12.3% | +63.5% | +52.2% |
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