+77.8%
JNJ vs BKR
+68.5%
+9.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -3.5% | -7.0% | +3.5% | -3.4% |
| 30D | +2.3% | -8.1% | +10.4% | +2.4% |
| 3M | +12.0% | -6.6% | +18.6% | +12.1% |
| 6M | +10.5% | +0.9% | +9.6% | +10.4% |
| YTD | +30.4% | +31.1% | -0.7% | +29.7% |
| 1Y | +52.1% | +27.7% | +24.4% | +51.4% |
| 3Y | +77.8% | +71.2% | +6.6% | +73.7% |
| All | +77.8% | +68.5% | +9.3% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling