+96.5%
JNJ vs ALM
+395.6%
-299.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.2% | +6.8% | -0.4% |
| 7D | +5.5% | -6.3% | +11.8% | +5.5% |
| 30D | +7.4% | -31.4% | +38.8% | +7.6% |
| 3M | +7.8% | -40.6% | +48.4% | +8.0% |
| 6M | +28.2% | -58.6% | +86.9% | +28.8% |
| YTD | +37.9% | -7.6% | +45.5% | +36.9% |
| 1Y | +52.4% | +13.8% | +38.5% | +50.9% |
| 3Y | +107.7% | +842.1% | -734.5% | +102.4% |
| 5Y | +96.5% | +407.4% | -310.9% | +88.8% |
| All | +96.5% | +395.6% | -299.0% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling