+82.5%
JNJ vs ALB
-27.5%
+110.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.3% |
| 7D | -0.8% | -4.4% | +3.6% | -0.7% |
| 30D | +4.3% | -1.2% | +5.5% | +4.3% |
| 3M | +16.5% | -13.3% | +29.8% | +16.8% |
| 6M | +13.1% | -19.8% | +32.9% | +13.5% |
| YTD | +32.1% | -7.9% | +40.1% | +31.7% |
| 1Y | +54.5% | +60.2% | -5.7% | +50.7% |
| 3Y | +82.5% | -26.4% | +109.0% | +82.6% |
| All | +82.5% | -27.5% | +110.0% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling