+362.5%
JNJ vs ALM
+7,705.7%
-7,343.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.1% |
| 7D | +2.7% | -2.6% | +5.3% | +2.7% |
| 30D | +7.4% | +32.0% | -24.6% | +7.3% |
| 3M | +21.2% | -15.0% | +36.3% | +21.2% |
| 6M | +13.4% | -10.1% | +23.5% | +13.4% |
| YTD | +35.1% | +99.4% | -64.3% | +34.8% |
| 1Y | +57.4% | +316.4% | -258.9% | +56.7% |
| 3Y | +86.8% | +2,022.0% | -1,935.2% | +85.0% |
| 5Y | +80.8% | +941.2% | -860.4% | +79.2% |
| 10Y | +202.7% | +2,950.3% | -2,747.6% | +198.6% |
| All | +362.5% | +7,705.7% | -7,343.2% | +349.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling