+52.4%
JNJ vs ALHC
-52.7%
+105.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +9.2% |
| 6M | +28.2% | -57.2% | +85.4% | +29.5% |
| YTD | +37.9% | -61.2% | +99.0% | +38.3% |
| 1Y | +52.4% | -53.2% | +105.6% | +51.6% |
| All | +52.4% | -52.7% | +105.1% | +51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling