+69.1%
JNJ vs BIYA
-99.8%
+168.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -4.3% | -1.3% | -3.0% | -4.3% |
| 30D | +3.0% | -15.9% | +19.0% | +3.1% |
| 3M | +12.2% | -81.2% | +93.5% | +12.7% |
| 6M | +10.5% | -88.2% | +98.7% | +10.7% |
| YTD | +30.8% | -94.1% | +124.9% | +31.1% |
| 1Y | +54.9% | -98.7% | +153.6% | +55.8% |
| All | +69.1% | -99.8% | +168.9% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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