+5,747.4%
JNJ vs ALB
+2,835.3%
+2,912.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | -0.7% |
| 7D | +2.7% | -8.1% | +10.7% | +3.6% |
| 30D | +7.4% | +6.3% | +1.1% | +6.5% |
| 3M | +21.2% | -23.6% | +44.8% | +24.3% |
| 6M | +13.4% | -24.6% | +38.0% | +15.8% |
| YTD | +35.1% | -10.3% | +45.4% | +34.7% |
| 1Y | +57.4% | +61.5% | -4.0% | +45.4% |
| 3Y | +86.8% | -34.0% | +120.7% | +85.2% |
| 5Y | +80.8% | -44.6% | +125.4% | +76.8% |
| 10Y | +202.7% | +76.1% | +126.6% | +134.5% |
| All | +5,747.4% | +2,835.3% | +2,912.1% | +3,068.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling