+51.2%
JNJ vs LIN
+27.8%
+23.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | +3.3% |
| 7D | +1.9% | +3.3% | -1.3% | +1.3% |
| 30D | +9.2% | +8.8% | +0.5% | +7.5% |
| 3M | +8.9% | +8.6% | +0.3% | +7.2% |
| 6M | +24.6% | +7.0% | +17.6% | +23.3% |
| YTD | +35.7% | +24.3% | +11.4% | +34.7% |
| 1Y | +51.2% | +27.3% | +24.0% | +48.3% |
| All | +51.2% | +27.8% | +23.4% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 1y: compounded portfolio wealth divided by compounded LIN 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…
1y analysis · Full analysis span regression · 6 months rolling