+8,682.5%
JNJ vs ALK
+839.9%
+7,842.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.3% |
| 7D | +2.7% | -0.7% | +3.3% | +2.7% |
| 30D | +7.4% | -19.2% | +26.6% | +9.6% |
| 3M | +21.2% | -1.5% | +22.7% | +20.9% |
| 6M | +13.4% | -13.1% | +26.5% | +14.0% |
| YTD | +35.1% | -16.4% | +51.6% | +36.0% |
| 1Y | +57.4% | -33.1% | +90.5% | +61.6% |
| 3Y | +86.8% | +0.6% | +86.1% | +79.9% |
| 5Y | +80.8% | -26.4% | +107.2% | +77.4% |
| 10Y | +202.7% | -34.2% | +236.9% | +185.9% |
| All | +8,682.5% | +839.9% | +7,842.6% | +4,805.9% |
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 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