+57.4%
JNJ vs BROS
-35.3%
+92.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.1% |
| 7D | +2.7% | -6.7% | +9.4% | +2.6% |
| 30D | +7.4% | -29.1% | +36.4% | +7.2% |
| 3M | +21.2% | -16.7% | +37.9% | +21.4% |
| 6M | +13.4% | -11.6% | +25.0% | +13.7% |
| YTD | +35.1% | -23.9% | +59.0% | +35.9% |
| 1Y | +57.4% | -34.8% | +92.2% | +64.4% |
| All | +57.4% | -35.3% | +92.7% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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