+196.5%
JNJ vs ALB
+80.1%
+116.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.1% | -0.6% |
| 7D | -3.0% | -8.6% | +5.6% | -2.4% |
| 30D | +2.5% | -4.0% | +6.6% | +2.7% |
| 3M | +13.2% | -17.4% | +30.6% | +14.5% |
| 6M | +11.3% | -25.4% | +36.6% | +12.8% |
| YTD | +31.1% | -10.5% | +41.7% | +30.7% |
| 1Y | +54.3% | +75.8% | -21.5% | +45.4% |
| 3Y | +81.1% | -28.5% | +109.7% | +80.1% |
| 5Y | +82.7% | -45.1% | +127.8% | +80.9% |
| 10Y | +196.5% | +87.3% | +109.2% | +121.3% |
| All | +196.5% | +80.1% | +116.4% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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