+57.4%
JNJ vs BKR
+42.5%
+15.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +2.7% | +1.7% | +0.9% | +2.7% |
| 30D | +7.4% | +3.3% | +4.0% | +7.4% |
| 3M | +21.2% | -3.6% | +24.8% | +21.3% |
| 6M | +13.4% | +5.0% | +8.4% | +13.5% |
| YTD | +35.1% | +40.9% | -5.8% | +36.1% |
| 1Y | +57.4% | +39.2% | +18.2% | +60.1% |
| All | +57.4% | +42.5% | +15.0% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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