+83.4%
JNJ vs BIDU
-45.6%
+129.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | -4.3% | -5.2% | +0.9% | -4.3% |
| 30D | +3.0% | -14.5% | +17.5% | +3.0% |
| 3M | +12.2% | -22.9% | +35.1% | +12.2% |
| 6M | +10.5% | -27.8% | +38.3% | +10.5% |
| YTD | +30.8% | -30.7% | +61.4% | +30.8% |
| 1Y | +54.9% | -15.8% | +70.7% | +54.7% |
| 3Y | +80.7% | -33.2% | +113.9% | +80.1% |
| 5Y | +83.4% | -44.8% | +128.2% | +83.6% |
| All | +83.4% | -45.6% | +129.0% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling