+51.2%
JNJ vs BIDU
-34.6%
+85.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.5% | -0.7% | +3.9% |
| 7D | +1.9% | +1.2% | +0.8% | +1.9% |
| 30D | +9.2% | -7.5% | +16.8% | +9.0% |
| 3M | +8.9% | -28.6% | +37.5% | +8.0% |
| 6M | +24.6% | -36.9% | +61.5% | +23.7% |
| YTD | +35.7% | -38.4% | +74.1% | +34.4% |
| 1Y | +51.2% | -35.7% | +86.9% | +50.4% |
| All | +51.2% | -34.6% | +85.8% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 1y: compounded portfolio wealth divided by compounded BIDU 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…
1y analysis · Full analysis span regression · 6 months rolling