+221.6%
JNJ vs ALB
+32.4%
+189.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.9% |
| 7D | +3.5% | -5.8% | +9.2% | +3.8% |
| 30D | +12.5% | -4.5% | +17.1% | +12.8% |
| 3M | +9.6% | -28.1% | +37.6% | +11.8% |
| 6M | +25.3% | -53.2% | +78.5% | +31.4% |
| YTD | +40.3% | -33.3% | +73.6% | +42.4% |
| 1Y | +49.6% | -17.4% | +67.1% | +49.3% |
| 3Y | +110.8% | -14.1% | +124.9% | +104.0% |
| 5Y | +99.1% | -64.0% | +163.1% | +105.2% |
| All | +221.6% | +32.4% | +189.3% | +162.8% |
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