+221.6%
JNJ vs ALLY
+174.3%
+47.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | +12.5% | +5.2% | +7.3% | +12.0% |
| 3M | +9.6% | -13.3% | +22.9% | +11.0% |
| 6M | +25.3% | -6.7% | +32.0% | +25.9% |
| YTD | +40.3% | -12.8% | +53.1% | +41.6% |
| 1Y | +49.6% | +0.7% | +49.0% | +48.9% |
| 3Y | +110.8% | +65.2% | +45.6% | +95.6% |
| 5Y | +99.1% | -10.1% | +109.3% | +95.5% |
| All | +221.6% | +174.3% | +47.4% | +173.0% |
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