+78.3%
JNJ vs BTDR
+0.6%
+77.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.4% |
| 7D | -4.3% | -3.2% | -1.1% | -4.4% |
| 30D | +3.0% | +32.7% | -29.7% | +3.6% |
| 3M | +12.2% | -28.4% | +40.6% | +12.1% |
| 6M | +10.5% | +51.7% | -41.3% | +11.4% |
| YTD | +30.8% | +2.9% | +27.9% | +31.5% |
| 1Y | +54.9% | -15.5% | +70.4% | +55.7% |
| All | +78.3% | +0.6% | +77.7% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling