+49.7%
JNJ vs BRKR
+47.8%
+1.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.0% | +7.5% | -1.6% |
| 7D | -1.0% | -6.4% | +5.3% | -1.3% |
| 30D | +6.9% | -4.0% | +10.9% | +6.8% |
| 3M | +6.2% | +10.7% | -4.5% | +6.9% |
| 6M | +22.0% | +53.0% | -31.0% | +24.2% |
| YTD | +33.7% | +23.6% | +10.1% | +33.1% |
| 1Y | +49.7% | +45.0% | +4.7% | +46.8% |
| All | +49.7% | +47.8% | +1.9% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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