+82.7%
JNJ vs ALM
+958.0%
-875.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.4% | -0.7% |
| 7D | -3.0% | +3.6% | -6.6% | -3.0% |
| 30D | +2.5% | +33.8% | -31.3% | +2.3% |
| 3M | +13.2% | +14.8% | -1.5% | +13.1% |
| 6M | +11.3% | -7.0% | +18.2% | +11.2% |
| YTD | +31.1% | +108.1% | -76.9% | +29.7% |
| 1Y | +54.3% | +313.8% | -259.4% | +51.1% |
| 3Y | +81.1% | +2,227.6% | -2,146.5% | +76.0% |
| 5Y | +82.7% | +956.6% | -873.9% | +75.4% |
| All | +82.7% | +958.0% | -875.3% | +75.4% |
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