+333.2%
JNJ vs ALLY
+124.8%
+208.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.2% |
| 7D | +2.7% | +3.7% | -1.0% | +2.3% |
| 30D | +7.4% | -2.3% | +9.6% | +7.6% |
| 3M | +21.2% | +3.8% | +17.4% | +20.6% |
| 6M | +13.4% | +9.7% | +3.7% | +12.1% |
| YTD | +35.1% | -1.4% | +36.5% | +34.9% |
| 1Y | +57.4% | +8.2% | +49.2% | +55.3% |
| 3Y | +86.8% | +66.5% | +20.3% | +72.7% |
| 5Y | +80.8% | +1.2% | +79.6% | +74.7% |
| 10Y | +202.7% | +191.4% | +11.3% | +138.7% |
| All | +333.2% | +124.8% | +208.4% | +256.8% |
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 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