+51.2%
JNJ vs BKNG
-13.7%
+64.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.8% | -6.0% | +3.4% |
| 7D | +1.9% | +15.6% | -13.6% | +1.4% |
| 30D | +9.2% | +8.0% | +1.3% | +8.9% |
| 3M | +8.9% | -11.8% | +20.7% | +8.9% |
| 6M | +24.6% | +3.8% | +20.8% | +26.1% |
| YTD | +35.7% | -19.6% | +55.3% | +36.1% |
| 1Y | +51.2% | -13.6% | +64.8% | +51.9% |
| All | +51.2% | -13.7% | +64.9% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 BKNG 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