+196.5%
JNJ vs ALLE
+146.0%
+50.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.1% |
| 7D | -3.0% | -2.2% | -0.8% | -2.4% |
| 30D | +2.5% | -8.3% | +10.9% | +4.7% |
| 3M | +13.2% | +16.3% | -3.0% | +8.6% |
| 6M | +11.3% | +1.8% | +9.5% | +10.2% |
| YTD | +31.1% | -3.9% | +35.1% | +31.3% |
| 1Y | +54.3% | -10.0% | +64.4% | +57.1% |
| 3Y | +81.1% | +45.8% | +35.3% | +59.5% |
| 5Y | +82.7% | +13.3% | +69.4% | +70.8% |
| 10Y | +196.5% | +155.3% | +41.2% | +114.9% |
| All | +196.5% | +146.0% | +50.5% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling