+110.8%
JNJ vs BA
-15.7%
+126.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.5% | -1.1% | +4.5% | +3.5% |
| 30D | +12.5% | -7.1% | +19.7% | +12.6% |
| 3M | +9.6% | -25.5% | +35.1% | +10.0% |
| 6M | +25.3% | -28.7% | +54.1% | +25.9% |
| YTD | +40.3% | -21.0% | +61.3% | +40.6% |
| 1Y | +49.6% | -11.9% | +61.5% | +49.8% |
| 3Y | +110.8% | -16.2% | +126.9% | +105.0% |
| All | +110.8% | -15.7% | +126.5% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling