+52.1%
JNJ vs BROS
-32.8%
+85.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.3% |
| 7D | -3.5% | -5.8% | +2.2% | -3.6% |
| 30D | +2.3% | -14.0% | +16.3% | +2.2% |
| 3M | +12.0% | -32.5% | +44.5% | +11.7% |
| 6M | +10.5% | -14.9% | +25.4% | +10.8% |
| YTD | +30.4% | -28.3% | +58.7% | +31.0% |
| 1Y | +52.1% | -34.0% | +86.1% | +58.0% |
| All | +52.1% | -32.8% | +85.0% | +58.0% |
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