+57.4%
JNJ vs BIDU
+1.5%
+56.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -1.0% |
| 7D | +2.7% | +2.4% | +0.3% | +2.8% |
| 30D | +7.4% | -10.5% | +17.9% | +7.1% |
| 3M | +21.2% | -26.2% | +47.4% | +20.9% |
| 6M | +13.4% | -16.4% | +29.8% | +13.1% |
| YTD | +35.1% | -23.9% | +59.0% | +34.7% |
| 1Y | +57.4% | +1.3% | +56.2% | +58.9% |
| All | +57.4% | +1.5% | +56.0% | +58.9% |
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