+110.8%
JNJ vs BAM
+85.6%
+25.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +3.5% | -2.7% | +6.1% | +3.5% |
| 30D | +12.5% | +15.5% | -3.0% | +12.8% |
| 3M | +9.6% | -6.9% | +16.4% | +9.3% |
| 6M | +25.3% | +9.9% | +15.5% | +25.5% |
| YTD | +40.3% | +1.4% | +38.9% | +40.3% |
| 1Y | +49.6% | +3.3% | +46.4% | +49.6% |
| 3Y | +110.8% | +83.6% | +27.1% | +105.6% |
| All | +110.8% | +85.6% | +25.2% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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