+49.6%
JNJ vs ALM
+19.0%
+30.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.9% | +0.9% |
| 7D | +3.5% | +1.2% | +2.2% | +3.5% |
| 30D | +12.5% | -19.3% | +31.9% | +12.2% |
| 3M | +9.6% | -40.6% | +50.2% | +8.8% |
| 6M | +25.3% | -57.9% | +83.3% | +24.6% |
| YTD | +40.3% | -6.7% | +47.0% | +40.7% |
| 1Y | +49.6% | +20.2% | +29.5% | +51.5% |
| All | +49.6% | +19.0% | +30.7% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling