+93.3%
JNJ vs ALAB
+311.3%
-218.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +5.5% | -7.5% | +13.0% | +5.2% |
| 30D | +7.4% | -36.8% | +44.2% | +5.4% |
| 3M | +7.8% | -31.9% | +39.6% | +6.4% |
| 6M | +28.2% | +8.2% | +20.0% | +29.8% |
| YTD | +37.9% | +29.9% | +7.9% | +41.4% |
| 1Y | +52.4% | +24.4% | +28.0% | +56.4% |
| All | +93.3% | +311.3% | -218.0% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling