+207.8%
JNJ vs ALLE
+233.6%
-25.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.6% | +1.4% |
| 7D | +4.3% | -0.6% | +4.9% | +4.4% |
| 30D | +7.9% | +26.6% | -18.7% | +1.7% |
| 3M | +9.4% | +13.2% | -3.8% | +5.8% |
| 6M | +28.8% | +42.9% | -14.0% | +17.2% |
| YTD | +38.5% | +21.0% | +17.5% | +30.8% |
| 1Y | +54.6% | +15.2% | +39.5% | +47.9% |
| 3Y | +108.4% | +95.6% | +12.8% | +70.0% |
| 5Y | +99.6% | +53.4% | +46.2% | +71.7% |
| 10Y | +207.8% | +221.5% | -13.7% | +113.1% |
| All | +207.8% | +233.6% | -25.9% | +113.1% |
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