+86.5%
JNJ vs LIN
+27.3%
+59.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.9% |
| 7D | +2.7% | -2.1% | +4.8% | +3.3% |
| 30D | +7.4% | -2.4% | +9.8% | +8.1% |
| 3M | +21.2% | -5.6% | +26.8% | +23.0% |
| 6M | +13.4% | -3.4% | +16.8% | +14.3% |
| YTD | +35.1% | +13.1% | +22.0% | +30.3% |
| 1Y | +57.4% | +2.5% | +55.0% | +56.2% |
| All | +86.5% | +27.3% | +59.3% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling