+13.4%
JNJ vs ALAB
+177.3%
-163.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.8% | -10.9% | -0.4% |
| 7D | +2.7% | +7.2% | -4.5% | +3.3% |
| 30D | +7.4% | -2.5% | +9.9% | +7.4% |
| 3M | +21.2% | -13.3% | +34.5% | +21.0% |
| 6M | +13.4% | +172.8% | -159.4% | +15.2% |
| All | +13.4% | +177.3% | -163.9% | +15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling