+8,487.5%
JNJ vs LEN
+10,125.0%
-1,637.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.9% |
| 7D | -0.8% | -2.9% | +2.1% | -0.5% |
| 30D | +4.3% | -8.9% | +13.2% | +5.2% |
| 3M | +16.5% | -10.9% | +27.4% | +17.5% |
| 6M | +13.1% | -19.7% | +32.8% | +15.0% |
| YTD | +32.1% | -20.6% | +52.7% | +34.3% |
| 1Y | +54.5% | -42.4% | +96.9% | +61.4% |
| 3Y | +82.5% | -26.5% | +109.1% | +85.1% |
| 5Y | +80.0% | -10.9% | +91.0% | +77.4% |
| 10Y | +195.7% | +100.6% | +95.0% | +163.2% |
| All | +8,487.5% | +10,125.0% | -1,637.5% | +4,918.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling