+221.6%
JNJ vs ALM
+2,100.8%
-1,879.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.9% | +0.7% |
| 7D | +3.5% | +1.2% | +2.2% | +3.4% |
| 30D | +12.5% | -19.3% | +31.9% | +12.7% |
| 3M | +9.6% | -40.6% | +50.2% | +9.9% |
| 6M | +25.3% | -57.9% | +83.3% | +26.0% |
| YTD | +40.3% | -6.7% | +47.0% | +39.6% |
| 1Y | +49.6% | +20.2% | +29.5% | +48.5% |
| 3Y | +110.8% | +879.4% | -768.7% | +104.5% |
| 5Y | +99.1% | +415.3% | -316.2% | +93.4% |
| All | +221.6% | +2,100.8% | -1,879.2% | +212.6% |
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