+371.8%
JNJ vs ALM
+3,516.3%
-3,144.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.2% | +6.8% | -0.5% |
| 7D | +5.5% | -6.3% | +11.8% | +5.5% |
| 30D | +7.4% | -31.4% | +38.8% | +7.5% |
| 3M | +7.8% | -40.6% | +48.4% | +7.9% |
| 6M | +28.2% | -58.6% | +86.9% | +28.4% |
| YTD | +37.9% | -7.6% | +45.5% | +37.7% |
| 1Y | +52.4% | +13.8% | +38.5% | +52.2% |
| 3Y | +107.7% | +842.1% | -734.5% | +106.1% |
| 5Y | +96.5% | +407.4% | -310.9% | +95.1% |
| 10Y | +208.3% | +2,079.4% | -1,871.1% | +204.3% |
| All | +371.8% | +3,516.3% | -3,144.5% | +358.8% |
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 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