+100.9%
JNJ vs LIN
+67.2%
+33.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.9% |
| 3M | +9.6% | +10.4% | -0.8% | +7.1% |
| 6M | +25.3% | +3.2% | +22.2% | +24.3% |
| YTD | +40.3% | +24.6% | +15.7% | +33.1% |
| 1Y | +49.6% | +24.4% | +25.3% | +41.9% |
| 3Y | +110.8% | +36.7% | +74.0% | +95.9% |
| All | +100.9% | +67.2% | +33.8% | +77.6% |
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