+195.7%
JNJ vs BA
+73.1%
+122.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -0.8% | +2.5% | -3.2% | -1.0% |
| 30D | +4.3% | -10.1% | +14.4% | +5.4% |
| 3M | +16.5% | -2.4% | +18.9% | +16.5% |
| 6M | +13.1% | -8.8% | +22.0% | +13.8% |
| YTD | +32.1% | -2.9% | +35.1% | +32.0% |
| 1Y | +54.5% | -8.8% | +63.2% | +55.0% |
| 3Y | +82.5% | -0.3% | +82.8% | +79.1% |
| 5Y | +80.0% | -0.3% | +80.3% | +73.9% |
| 10Y | +195.7% | +72.3% | +123.3% | +153.9% |
| All | +195.7% | +73.1% | +122.6% | +153.9% |
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