+83.7%
JNJ vs LIN
+61.6%
+22.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.9% |
| 7D | +2.7% | -2.1% | +4.8% | +3.2% |
| 30D | +7.4% | -2.4% | +9.8% | +8.0% |
| 3M | +21.2% | -5.6% | +26.8% | +22.7% |
| 6M | +13.4% | -3.4% | +16.8% | +14.1% |
| YTD | +35.1% | +13.1% | +22.0% | +31.1% |
| 1Y | +57.4% | +2.5% | +55.0% | +56.2% |
| 3Y | +86.8% | +27.6% | +59.2% | +76.4% |
| All | +83.7% | +61.6% | +22.1% | +62.3% |
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