+195.7%
JNJ vs ALK
-38.6%
+234.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -2.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +4.3% | -18.5% | +22.8% | +5.8% |
| 3M | +16.5% | -3.6% | +20.0% | +16.4% |
| 6M | +13.1% | -3.7% | +16.8% | +12.7% |
| YTD | +32.1% | -19.0% | +51.1% | +33.0% |
| 1Y | +54.5% | -36.0% | +90.5% | +58.2% |
| 3Y | +82.5% | +2.3% | +80.2% | +76.1% |
| 5Y | +80.0% | -27.8% | +107.8% | +77.4% |
| 10Y | +195.7% | -39.0% | +234.6% | +172.6% |
| All | +195.7% | -38.6% | +234.2% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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