+790.0%
JNJ vs ALNY
+3,976.7%
-3,186.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -3.5% | -6.5% | +3.0% | -3.1% |
| 30D | +2.3% | +11.0% | -8.7% | +1.6% |
| 3M | +12.0% | -14.1% | +26.1% | +12.7% |
| 6M | +10.5% | -22.4% | +32.9% | +11.8% |
| YTD | +30.4% | -37.5% | +67.9% | +33.7% |
| 1Y | +52.1% | -46.9% | +99.1% | +57.6% |
| 3Y | +77.8% | +22.1% | +55.7% | +72.1% |
| 5Y | +82.9% | +31.2% | +51.7% | +72.9% |
| 10Y | +194.8% | +256.3% | -61.5% | +146.6% |
| All | +790.0% | +3,976.7% | -3,186.7% | +503.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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