+8,902.0%
JNJ vs ALK
+832.3%
+8,069.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.1% | -5.0% | +1.4% |
| 7D | +4.3% | +8.9% | -4.6% | +3.4% |
| 30D | +7.9% | +5.9% | +2.0% | +7.2% |
| 3M | +9.4% | -16.5% | +25.9% | +11.0% |
| 6M | +28.8% | +2.1% | +26.7% | +27.6% |
| YTD | +38.5% | -17.1% | +55.6% | +39.3% |
| 1Y | +54.6% | -2.9% | +57.5% | +52.8% |
| 3Y | +108.4% | +24.5% | +83.9% | +96.1% |
| 5Y | +99.6% | -29.1% | +128.7% | +96.6% |
| 10Y | +207.8% | -39.1% | +246.9% | +192.7% |
| All | +8,902.0% | +832.3% | +8,069.7% | +4,924.3% |
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