+54.5%
JNJ vs BA
-9.1%
+63.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | -0.8% | +2.5% | -3.2% | -0.8% |
| 30D | +4.3% | -10.1% | +14.4% | +4.4% |
| 3M | +16.5% | -2.4% | +18.9% | +16.5% |
| 6M | +13.1% | -8.8% | +22.0% | +12.9% |
| YTD | +32.1% | -2.9% | +35.1% | +32.3% |
| 1Y | +54.5% | -8.8% | +63.2% | +54.1% |
| All | +54.5% | -9.1% | +63.5% | +54.1% |
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 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