+215.6%
JNJ vs ALLE
+210.2%
+5.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.3% |
| 7D | +1.5% | -0.8% | +2.3% | +1.7% |
| 30D | +6.3% | +27.4% | -21.0% | 0.0% |
| 3M | +8.5% | +13.8% | -5.4% | +4.8% |
| 6M | +28.0% | +45.5% | -17.5% | +15.9% |
| YTD | +37.7% | +21.4% | +16.3% | +29.9% |
| 1Y | +47.9% | +15.4% | +32.6% | +41.4% |
| 3Y | +107.4% | +91.7% | +15.7% | +70.1% |
| 5Y | +97.7% | +54.5% | +43.2% | +69.7% |
| All | +215.6% | +210.2% | +5.4% | +117.2% |
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