+83.8%
JNJ vs ALAB
+471.8%
-388.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -0.6% |
| 7D | -3.0% | +9.6% | -12.6% | -2.5% |
| 30D | +2.5% | -5.3% | +7.8% | +2.4% |
| 3M | +13.2% | -12.0% | +25.3% | +13.4% |
| 6M | +11.3% | +145.7% | -134.4% | +16.5% |
| YTD | +31.1% | +80.7% | -49.5% | +36.1% |
| 1Y | +54.3% | +40.1% | +14.2% | +59.2% |
| All | +83.8% | +471.8% | -388.0% | +102.5% |
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