+95.0%
JNJ vs ALK
-34.8%
+129.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.4% |
| 7D | +1.1% | +9.0% | -7.9% | +0.8% |
| 30D | +6.9% | -1.6% | +8.5% | +6.8% |
| 3M | +8.0% | -23.2% | +31.2% | +8.7% |
| 6M | +24.3% | -3.9% | +28.2% | +24.0% |
| YTD | +35.6% | -22.6% | +58.2% | +35.8% |
| 1Y | +51.1% | -5.3% | +56.4% | +50.4% |
| 3Y | +98.3% | +18.6% | +79.7% | +92.7% |
| All | +95.0% | -34.8% | +129.8% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling