+94.2%
JNJ vs ALHC
-28.9%
+123.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.7% | -0.6% | +3.3% | +2.7% |
| 30D | +7.4% | -1.0% | +8.4% | +7.4% |
| 3M | +21.2% | -10.2% | +31.4% | +21.2% |
| 6M | +13.4% | -28.3% | +41.7% | +13.7% |
| YTD | +35.1% | -31.4% | +66.6% | +35.5% |
| 1Y | +57.4% | -16.9% | +74.4% | +57.3% |
| 3Y | +86.8% | +135.5% | -48.7% | +82.2% |
| 5Y | +80.8% | -33.6% | +114.4% | +75.0% |
| All | +94.2% | -28.9% | +123.2% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling