+54.9%
JNJ vs ALC
-15.7%
+70.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | +0.1% |
| 7D | -4.3% | -7.7% | +3.3% | -3.2% |
| 30D | +3.0% | -11.7% | +14.7% | +4.9% |
| 3M | +12.2% | +0.7% | +11.6% | +12.1% |
| 6M | +10.5% | -17.1% | +27.5% | +12.4% |
| YTD | +30.8% | -15.1% | +45.9% | +32.9% |
| 1Y | +54.9% | -14.1% | +69.0% | +56.3% |
| All | +54.9% | -15.7% | +70.6% | +56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling