+100.9%
JNJ vs BROS
-43.5%
+144.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | +0.8% |
| 7D | +3.5% | +6.3% | -2.9% | +3.4% |
| 30D | +12.5% | -8.3% | +20.9% | +12.6% |
| 3M | +9.6% | -29.8% | +39.4% | +9.6% |
| 6M | +25.3% | -25.8% | +51.2% | +25.4% |
| YTD | +40.3% | -41.4% | +81.7% | +40.4% |
| 1Y | +49.6% | -35.2% | +84.8% | +49.7% |
| 3Y | +110.8% | +32.8% | +78.0% | +108.4% |
| All | +100.9% | -43.5% | +144.4% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling