+208.3%
JNJ vs ALLY
+182.8%
+25.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | -0.3% |
| 7D | +5.5% | -0.7% | +6.1% | +5.6% |
| 30D | +7.4% | +1.1% | +6.3% | +7.3% |
| 3M | +7.8% | -13.2% | +21.0% | +9.1% |
| 6M | +28.2% | -13.5% | +41.7% | +29.7% |
| YTD | +37.9% | -14.3% | +52.1% | +39.4% |
| 1Y | +52.4% | -1.1% | +53.5% | +51.8% |
| 3Y | +107.7% | +62.0% | +45.6% | +93.2% |
| 5Y | +96.5% | -9.6% | +106.2% | +92.6% |
| 10Y | +208.3% | +176.0% | +32.3% | +164.2% |
| All | +208.3% | +182.8% | +25.5% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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