+47.9%
JNJ vs ALB
-5.3%
+53.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | +1.5% | +1.1% | +0.4% | +1.5% |
| 30D | +6.3% | -2.6% | +8.9% | +6.2% |
| 3M | +8.5% | -25.6% | +34.0% | +7.9% |
| 6M | +28.0% | -54.0% | +82.0% | +27.7% |
| YTD | +37.7% | -31.6% | +69.3% | +34.3% |
| 1Y | +47.9% | -6.6% | +54.5% | +39.9% |
| All | +47.9% | -5.3% | +53.2% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling