+208.3%
JNJ vs BA
+27.6%
+180.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | +5.5% | 0.0% | +5.4% | +5.5% |
| 30D | +7.4% | -8.9% | +16.3% | +8.3% |
| 3M | +7.8% | -25.5% | +33.3% | +10.7% |
| 6M | +28.2% | -27.0% | +55.2% | +31.7% |
| YTD | +37.9% | -20.1% | +58.0% | +40.1% |
| 1Y | +52.4% | -11.0% | +63.4% | +53.0% |
| 3Y | +107.7% | -11.8% | +119.5% | +105.7% |
| 5Y | +96.5% | -20.6% | +117.2% | +94.3% |
| 10Y | +208.3% | +26.6% | +181.7% | +214.2% |
| All | +208.3% | +27.6% | +180.6% | +214.2% |
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 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