+107.7%
JNJ vs ALB
-13.3%
+120.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.8% | -0.4% |
| 7D | +5.5% | +5.3% | +0.2% | +5.4% |
| 30D | +7.4% | -6.3% | +13.7% | +7.5% |
| 3M | +7.8% | -27.4% | +35.2% | +8.3% |
| 6M | +28.2% | -53.1% | +81.3% | +30.3% |
| YTD | +37.9% | -32.3% | +70.2% | +38.1% |
| 1Y | +52.4% | -7.3% | +59.7% | +51.0% |
| 3Y | +107.7% | -14.9% | +122.6% | +105.9% |
| All | +107.7% | -13.3% | +120.9% | +105.9% |
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 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