+583.1%
JNJ vs BAH
+886.2%
-303.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -0.9% |
| 7D | +2.7% | -3.2% | +5.9% | +3.2% |
| 30D | +7.4% | +2.0% | +5.4% | +7.0% |
| 3M | +21.2% | -7.6% | +28.9% | +22.3% |
| 6M | +13.4% | -5.7% | +19.1% | +13.7% |
| YTD | +35.1% | -11.7% | +46.9% | +36.1% |
| 1Y | +57.4% | -27.4% | +84.8% | +63.3% |
| 3Y | +86.8% | -32.5% | +119.3% | +90.7% |
| 5Y | +80.8% | -3.3% | +84.1% | +70.2% |
| 10Y | +202.7% | +186.0% | +16.7% | +138.9% |
| All | +583.1% | +886.2% | -303.2% | +346.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling