+80.0%
JNJ vs ALLE
+17.0%
+63.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -0.8% | +2.8% | -3.5% | -1.1% |
| 30D | +4.3% | -7.6% | +12.0% | +5.5% |
| 3M | +16.5% | +22.8% | -6.3% | +12.9% |
| 6M | +13.1% | +4.6% | +8.5% | +12.1% |
| YTD | +32.1% | -1.2% | +33.3% | +31.7% |
| 1Y | +54.5% | -9.1% | +63.6% | +55.8% |
| 3Y | +82.5% | +50.0% | +32.6% | +70.5% |
| 5Y | +80.0% | +15.2% | +64.8% | +75.8% |
| All | +80.0% | +17.0% | +63.0% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling