+8,714.1%
JNJ vs ALK
+770.6%
+7,943.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.4% |
| 7D | +1.1% | +9.0% | -7.9% | +0.2% |
| 30D | +6.9% | -1.6% | +8.5% | +6.9% |
| 3M | +8.0% | -23.2% | +31.2% | +10.6% |
| 6M | +24.3% | -3.9% | +28.2% | +23.9% |
| YTD | +35.6% | -22.6% | +58.2% | +37.3% |
| 1Y | +51.1% | -5.3% | +56.4% | +49.7% |
| 3Y | +98.3% | +18.6% | +79.7% | +87.5% |
| 5Y | +94.3% | -34.4% | +128.7% | +92.9% |
| 10Y | +214.9% | -40.8% | +255.7% | +200.3% |
| All | +8,714.1% | +770.6% | +7,943.5% | +4,853.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling