+141.4%
JNJ vs ALC
+17.1%
+124.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | +0.4% |
| 7D | -4.3% | -7.7% | +3.3% | -2.6% |
| 30D | +3.0% | -11.7% | +14.7% | +6.0% |
| 3M | +12.2% | +0.7% | +11.6% | +11.9% |
| 6M | +10.5% | -17.1% | +27.5% | +14.8% |
| YTD | +30.8% | -15.1% | +45.9% | +34.9% |
| 1Y | +54.9% | -14.1% | +69.0% | +59.1% |
| 3Y | +80.7% | -18.2% | +98.8% | +85.0% |
| 5Y | +83.4% | -19.2% | +102.6% | +86.4% |
| All | +141.4% | +17.1% | +124.3% | +100.0% |
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