+97.7%
JNJ vs LIN
+66.9%
+30.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +1.5% | +0.3% | +1.1% | +1.4% |
| 30D | +6.3% | +8.0% | -1.7% | +4.4% |
| 3M | +8.5% | +7.7% | +0.8% | +6.6% |
| 6M | +28.0% | +5.1% | +22.9% | +26.4% |
| YTD | +37.7% | +24.7% | +13.0% | +30.6% |
| 1Y | +47.9% | +25.1% | +22.8% | +40.1% |
| 3Y | +107.4% | +36.8% | +70.5% | +92.7% |
| 5Y | +97.7% | +67.9% | +29.9% | +75.1% |
| All | +97.7% | +66.9% | +30.8% | +75.1% |
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 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