+86.7%
JNJ vs ALC
-13.8%
+100.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.8% |
| 7D | +2.7% | -2.1% | +4.8% | +3.1% |
| 30D | +7.4% | -0.1% | +7.5% | +7.4% |
| 3M | +21.2% | +5.9% | +15.3% | +19.9% |
| 6M | +13.4% | -15.9% | +29.3% | +16.4% |
| YTD | +35.1% | -10.1% | +45.2% | +36.9% |
| 1Y | +57.4% | -10.2% | +67.7% | +59.3% |
| All | +86.7% | -13.8% | +100.5% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling