+8,399.1%
JNJ vs BKR
+528.0%
+7,871.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.4% | +0.5% |
| 7D | -4.3% | -6.7% | +2.3% | -3.6% |
| 30D | +3.0% | -8.3% | +11.4% | +4.0% |
| 3M | +12.2% | -5.4% | +17.6% | +12.7% |
| 6M | +10.5% | +0.8% | +9.7% | +9.9% |
| YTD | +30.8% | +31.8% | -1.1% | +26.2% |
| 1Y | +54.9% | +28.6% | +26.4% | +49.7% |
| 3Y | +80.7% | +71.2% | +9.4% | +67.0% |
| 5Y | +83.4% | +179.2% | -95.8% | +57.3% |
| 10Y | +195.7% | +124.0% | +71.7% | +146.7% |
| All | +8,399.1% | +528.0% | +7,871.2% | +5,148.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling