+8,682.5%
JNJ vs BA
+1,890.7%
+6,791.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.3% |
| 7D | +2.7% | +1.2% | +1.5% | +2.5% |
| 30D | +7.4% | -11.6% | +19.0% | +9.6% |
| 3M | +21.2% | -2.4% | +23.6% | +21.3% |
| 6M | +13.4% | -6.6% | +20.0% | +14.0% |
| YTD | +35.1% | -2.2% | +37.4% | +34.7% |
| 1Y | +57.4% | -8.0% | +65.5% | +58.0% |
| 3Y | +86.8% | -5.0% | +91.8% | +82.2% |
| 5Y | +80.8% | -2.7% | +83.5% | +70.5% |
| 10Y | +202.7% | +75.9% | +126.9% | +127.6% |
| All | +8,682.5% | +1,890.7% | +6,791.8% | +2,960.7% |
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