+84.1%
JNJ vs BAH
-3.8%
+87.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -0.8% | -4.3% | +3.6% | -0.4% |
| 30D | +4.3% | -4.5% | +8.8% | +4.7% |
| 3M | +16.5% | -7.6% | +24.1% | +16.8% |
| 6M | +13.1% | -10.6% | +23.8% | +13.5% |
| YTD | +32.1% | -12.6% | +44.7% | +32.4% |
| 1Y | +54.5% | -27.0% | +81.5% | +57.0% |
| 3Y | +82.5% | -31.5% | +114.0% | +80.1% |
| All | +84.1% | -3.8% | +87.9% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling