+98.1%
JNJ vs ALHC
-59.7%
+157.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -0.6% |
| 7D | +5.5% | +3.8% | +1.7% | +5.4% |
| 30D | +7.4% | +1.7% | +5.7% | +7.3% |
| 3M | +7.8% | -44.3% | +52.1% | +8.8% |
| 6M | +28.2% | -57.2% | +85.4% | +29.7% |
| YTD | +37.9% | -61.2% | +99.0% | +39.5% |
| 1Y | +52.4% | -53.2% | +105.6% | +53.7% |
| 3Y | +107.7% | +27.8% | +79.8% | +104.7% |
| 5Y | +96.5% | -65.4% | +161.9% | +92.1% |
| All | +98.1% | -59.7% | +157.9% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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