+95.0%
JNJ vs LIN
+64.4%
+30.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +1.7% |
| 7D | +1.1% | +0.2% | +0.9% | +1.1% |
| 30D | +6.9% | +6.5% | +0.4% | +5.3% |
| 3M | +8.0% | +5.5% | +2.5% | +6.7% |
| 6M | +24.3% | +3.3% | +21.0% | +23.2% |
| YTD | +35.6% | +22.0% | +13.6% | +29.3% |
| 1Y | +51.1% | +25.7% | +25.3% | +42.9% |
| 3Y | +98.3% | +36.2% | +62.1% | +84.5% |
| All | +95.0% | +64.4% | +30.6% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling