+53.1%
JNJ vs LIN
+25.4%
+27.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.9% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | +7.9% | +7.6% | +0.3% | +6.4% |
| 3M | +9.4% | +6.5% | +2.8% | +8.0% |
| 6M | +28.8% | +6.2% | +22.6% | +27.7% |
| YTD | +38.5% | +23.2% | +15.3% | +37.5% |
| All | +53.1% | +25.4% | +27.7% | +50.7% |
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