+670.8%
JNJ vs BIDU
+1,294.4%
-623.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -3.0% | -2.4% | -0.5% | -2.8% |
| 30D | +2.5% | -16.0% | +18.5% | +3.6% |
| 3M | +13.2% | -24.0% | +37.3% | +15.0% |
| 6M | +11.3% | -24.9% | +36.1% | +12.8% |
| YTD | +31.1% | -29.6% | +60.7% | +33.3% |
| 1Y | +54.3% | -15.2% | +69.5% | +54.3% |
| 3Y | +81.1% | -32.2% | +113.3% | +82.0% |
| 5Y | +82.7% | -43.8% | +126.5% | +81.2% |
| 10Y | +196.5% | -49.5% | +245.9% | +185.7% |
| All | +670.8% | +1,294.4% | -623.6% | +476.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling