+99.6%
JNJ vs ALHC
-62.5%
+162.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.2% |
| 7D | +4.3% | +3.9% | +0.4% | +4.2% |
| 30D | +7.9% | -3.6% | +11.6% | +8.0% |
| 3M | +9.4% | -49.4% | +58.8% | +10.8% |
| 6M | +28.8% | -59.5% | +88.3% | +30.7% |
| YTD | +38.5% | -63.2% | +101.7% | +40.6% |
| 1Y | +54.6% | -55.5% | +110.1% | +56.3% |
| 3Y | +108.4% | +23.0% | +85.4% | +104.6% |
| 5Y | +99.6% | -65.7% | +165.3% | +90.7% |
| All | +99.6% | -62.5% | +162.2% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling