+96.0%
JNJ vs BBAI
-70.8%
+166.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.2% |
| 7D | +2.7% | -4.3% | +6.9% | +2.7% |
| 30D | +7.4% | -3.6% | +11.0% | +7.4% |
| 3M | +21.2% | -38.8% | +60.0% | +21.0% |
| 6M | +13.4% | -23.8% | +37.2% | +13.3% |
| YTD | +35.1% | -45.9% | +81.1% | +34.8% |
| 1Y | +57.4% | -40.8% | +98.2% | +57.3% |
| 3Y | +86.8% | +69.8% | +17.0% | +88.5% |
| 5Y | +80.8% | -70.3% | +151.1% | +79.9% |
| All | +96.0% | -70.8% | +166.8% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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