+49.6%
JNJ vs LIN
+24.8%
+24.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +3.5% | +2.1% | +1.4% | +3.0% |
| 30D | +12.5% | +6.8% | +5.8% | +11.2% |
| 3M | +9.6% | +10.4% | -0.8% | +7.6% |
| 6M | +25.3% | +3.2% | +22.2% | +24.7% |
| YTD | +40.3% | +24.6% | +15.7% | +40.2% |
| 1Y | +49.6% | +24.4% | +25.3% | +50.0% |
| All | +49.6% | +24.8% | +24.8% | +50.0% |
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