+100.9%
JNJ vs ALLE
+51.6%
+49.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | +3.5% | +3.6% | -0.1% | +2.9% |
| 30D | +12.5% | +25.9% | -13.3% | +9.0% |
| 3M | +9.6% | +15.8% | -6.2% | +7.3% |
| 6M | +25.3% | +48.1% | -22.7% | +18.4% |
| YTD | +40.3% | +22.0% | +18.3% | +35.8% |
| 1Y | +49.6% | +18.0% | +31.6% | +45.5% |
| 3Y | +110.8% | +93.1% | +17.7% | +90.6% |
| All | +100.9% | +51.6% | +49.3% | +86.4% |
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