+8,714.1%
JNJ vs BA
+1,526.3%
+7,187.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +1.1% | +1.1% | 0.0% | +0.9% |
| 30D | +6.9% | -7.9% | +14.8% | +8.2% |
| 3M | +8.0% | -25.3% | +33.3% | +13.1% |
| 6M | +24.3% | -24.6% | +48.9% | +29.4% |
| YTD | +35.6% | -20.1% | +55.8% | +39.4% |
| 1Y | +51.1% | -11.8% | +62.8% | +52.4% |
| 3Y | +98.3% | -10.1% | +108.4% | +94.4% |
| 5Y | +94.3% | -22.7% | +117.1% | +90.4% |
| 10Y | +214.9% | +35.1% | +179.9% | +147.8% |
| All | +8,714.1% | +1,526.3% | +7,187.7% | +3,068.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling