+192.5%
JNJ vs BIDU
-48.7%
+241.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -3.5% | -8.1% | +4.6% | -3.2% |
| 30D | +2.3% | -12.8% | +15.1% | +2.7% |
| 3M | +12.0% | -21.3% | +33.3% | +12.8% |
| 6M | +10.5% | -27.0% | +37.4% | +11.4% |
| YTD | +30.4% | -30.0% | +60.4% | +31.6% |
| 1Y | +52.1% | -18.3% | +70.4% | +52.2% |
| 3Y | +77.8% | -33.8% | +111.6% | +78.4% |
| 5Y | +82.9% | -44.3% | +127.2% | +82.9% |
| All | +192.5% | -48.7% | +241.2% | +179.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling