+109.1%
JNJ vs BAH
-26.6%
+135.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +4.1% | -2.6% | +6.7% | +4.2% |
| 30D | +14.0% | +20.4% | -6.3% | +13.1% |
| 3M | +9.2% | +11.9% | -2.6% | +8.6% |
| 6M | +27.8% | +17.1% | +10.6% | +26.4% |
| YTD | +39.2% | +5.5% | +33.7% | +37.7% |
| 1Y | +49.1% | +5.6% | +43.5% | +47.6% |
| All | +109.1% | -26.6% | +135.8% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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