+207.8%
JNJ vs BA
+31.3%
+176.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.2% |
| 7D | +4.3% | -1.7% | +6.0% | +4.4% |
| 30D | +7.9% | -9.5% | +17.4% | +8.8% |
| 3M | +9.4% | -26.5% | +35.8% | +12.5% |
| 6M | +28.8% | -27.4% | +56.2% | +32.4% |
| YTD | +38.5% | -20.6% | +59.1% | +40.8% |
| 1Y | +54.6% | -11.4% | +66.0% | +55.3% |
| 3Y | +108.4% | -10.8% | +119.2% | +106.2% |
| 5Y | +99.6% | -21.9% | +121.5% | +97.7% |
| 10Y | +207.8% | +28.1% | +179.6% | +218.1% |
| All | +207.8% | +31.3% | +176.5% | +218.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling