+95.2%
JNJ vs ALAB
+333.4%
-238.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.1% |
| 7D | +4.1% | +26.9% | -22.8% | +5.2% |
| 30D | +14.0% | -30.0% | +44.0% | +12.4% |
| 3M | +9.2% | -28.5% | +37.8% | +8.1% |
| 6M | +27.8% | +11.4% | +16.3% | +29.5% |
| YTD | +39.2% | +36.9% | +2.3% | +43.1% |
| 1Y | +49.1% | +44.4% | +4.8% | +54.1% |
| All | +95.2% | +333.4% | -238.2% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 10y: compounded portfolio wealth divided by compounded ALAB 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…
10y analysis · Full analysis span regression · 6 months rolling