+992.8%
JNJ vs BRKR
+172.5%
+820.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.3% |
| 7D | -3.5% | -8.7% | +5.2% | -2.9% |
| 30D | +2.3% | -9.9% | +12.2% | +3.0% |
| 3M | +12.0% | -3.1% | +15.1% | +11.7% |
| 6M | +10.5% | +45.5% | -35.0% | +6.6% |
| YTD | +30.4% | +13.7% | +16.7% | +27.8% |
| 1Y | +52.1% | +67.4% | -15.3% | +44.7% |
| 3Y | +77.8% | -13.2% | +91.0% | +75.0% |
| 5Y | +82.9% | -39.5% | +122.4% | +83.3% |
| 10Y | +194.8% | +153.5% | +41.4% | +166.2% |
| All | +992.8% | +172.5% | +820.3% | +776.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling