+49.1%
JNJ vs ALK
-7.4%
+56.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.8% | +5.9% | +1.3% |
| 7D | +4.1% | +0.9% | +3.2% | +4.1% |
| 30D | +14.0% | +3.3% | +10.8% | +13.7% |
| 3M | +9.2% | -17.6% | +26.8% | +9.2% |
| 6M | +27.8% | +0.8% | +27.0% | +26.6% |
| YTD | +39.2% | -22.4% | +61.6% | +37.7% |
| 1Y | +49.1% | -10.1% | +59.2% | +48.6% |
| All | +49.1% | -7.4% | +56.5% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling