+71.4%
JNJ vs BAM
+78.0%
-6.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.1% |
| 7D | +2.7% | -2.0% | +4.7% | +2.7% |
| 30D | +7.4% | -2.9% | +10.3% | +7.4% |
| 3M | +21.2% | +9.4% | +11.8% | +21.2% |
| 6M | +13.4% | +10.8% | +2.7% | +13.3% |
| YTD | +35.1% | -0.4% | +35.6% | +35.1% |
| 1Y | +57.4% | -10.9% | +68.3% | +57.8% |
| 3Y | +86.8% | +61.3% | +25.5% | +79.5% |
| All | +71.4% | +78.0% | -6.6% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling