+154.2%
JNJ vs ALC
+27.5%
+126.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.4% |
| 7D | +1.5% | -6.3% | +7.8% | +3.0% |
| 30D | +6.3% | +12.6% | -6.3% | +3.4% |
| 3M | +8.5% | -3.8% | +12.3% | +9.3% |
| 6M | +28.0% | +16.8% | +11.2% | +23.1% |
| YTD | +37.7% | -7.6% | +45.3% | +39.1% |
| 1Y | +47.9% | -5.9% | +53.8% | +48.7% |
| 3Y | +107.4% | +0.6% | +106.8% | +101.7% |
| 5Y | +97.7% | -9.5% | +107.2% | +95.4% |
| All | +154.2% | +27.5% | +126.7% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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