+85.3%
JNJ vs ALAB
+449.6%
-364.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.9% | +4.7% | -2.6% |
| 7D | -0.8% | +3.2% | -4.0% | -0.6% |
| 30D | +4.3% | -13.6% | +17.9% | +3.7% |
| 3M | +16.5% | -16.6% | +33.1% | +16.3% |
| 6M | +13.1% | +142.3% | -129.2% | +18.4% |
| YTD | +32.1% | +73.6% | -41.5% | +36.8% |
| 1Y | +54.5% | +33.7% | +20.8% | +59.0% |
| All | +85.3% | +449.6% | -364.3% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling