+80.0%
JNJ vs ALC
-15.6%
+95.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -1.9% |
| 7D | -0.8% | -3.7% | +2.9% | -0.2% |
| 30D | +4.3% | -3.7% | +8.1% | +4.9% |
| 3M | +16.5% | +4.6% | +11.9% | +15.6% |
| 6M | +13.1% | -14.6% | +27.7% | +15.6% |
| YTD | +32.1% | -11.9% | +44.0% | +34.2% |
| 1Y | +54.5% | -13.1% | +67.6% | +57.0% |
| 3Y | +82.5% | -15.0% | +97.5% | +85.1% |
| 5Y | +80.0% | -16.2% | +96.2% | +77.7% |
| All | +80.0% | -15.6% | +95.7% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling