+193.4%
JNJ vs ALM
+2,776.7%
-2,583.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.6% | +9.3% | -0.2% |
| 7D | -4.3% | -7.1% | +2.8% | -4.3% |
| 30D | +3.0% | +24.7% | -21.7% | +2.8% |
| 3M | +12.2% | +8.3% | +3.9% | +12.1% |
| 6M | +10.5% | -22.2% | +32.6% | +10.5% |
| YTD | +30.8% | +88.1% | -57.3% | +29.5% |
| 1Y | +54.9% | +272.4% | -217.4% | +52.2% |
| 3Y | +80.7% | +2,004.1% | -1,923.5% | +74.1% |
| 5Y | +83.4% | +915.8% | -832.4% | +77.2% |
| All | +193.4% | +2,776.7% | -2,583.4% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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