+84.2%
JNJ vs LEN
-11.2%
+95.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.5% |
| 7D | -3.5% | -4.8% | +1.3% | -3.1% |
| 30D | +2.3% | -6.6% | +8.9% | +2.9% |
| 3M | +12.0% | -15.7% | +27.6% | +13.5% |
| 6M | +10.5% | -16.6% | +27.1% | +12.0% |
| YTD | +30.4% | -21.3% | +51.7% | +32.6% |
| 1Y | +52.1% | -42.0% | +94.2% | +59.3% |
| 3Y | +77.8% | -27.9% | +105.7% | +80.9% |
| All | +84.2% | -11.2% | +95.4% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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