+195.7%
JNJ vs ALLY
+178.4%
+17.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.9% |
| 7D | -0.8% | +1.0% | -1.8% | -0.9% |
| 30D | +4.3% | -3.3% | +7.6% | +4.6% |
| 3M | +16.5% | +0.5% | +16.0% | +16.3% |
| 6M | +13.1% | +12.6% | +0.6% | +11.6% |
| YTD | +32.1% | -4.7% | +36.8% | +32.3% |
| 1Y | +54.5% | +5.2% | +49.3% | +53.0% |
| 3Y | +82.5% | +66.5% | +16.0% | +69.4% |
| 5Y | +80.0% | +0.2% | +79.8% | +74.5% |
| 10Y | +195.7% | +180.8% | +14.9% | +146.8% |
| All | +195.7% | +178.4% | +17.3% | +146.8% |
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