+344.1%
JNJ vs ALLY
+99.9%
+244.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.0% |
| 7D | +4.3% | -0.2% | +4.5% | +4.3% |
| 30D | +7.9% | +3.4% | +4.5% | +7.5% |
| 3M | +9.4% | -11.1% | +20.4% | +10.6% |
| 6M | +28.8% | -11.5% | +40.3% | +30.2% |
| YTD | +38.5% | -12.3% | +50.8% | +39.8% |
| 1Y | +54.6% | +1.1% | +53.5% | +53.7% |
| 3Y | +108.4% | +64.8% | +43.6% | +92.7% |
| 5Y | +99.6% | -6.9% | +106.5% | +94.5% |
| 10Y | +207.8% | +194.9% | +12.8% | +140.6% |
| All | +344.1% | +99.9% | +244.1% | +269.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling