+680.5%
JNJ vs LULU
+675.0%
+5.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.6% | -0.1% |
| 7D | -4.3% | -20.4% | +16.1% | -2.9% |
| 30D | +3.0% | -22.9% | +25.9% | +4.8% |
| 3M | +12.2% | -18.5% | +30.8% | +13.6% |
| 6M | +10.5% | -41.8% | +52.2% | +14.3% |
| YTD | +30.8% | -53.4% | +84.2% | +37.4% |
| 1Y | +54.9% | -40.9% | +95.8% | +59.6% |
| 3Y | +80.7% | -75.6% | +156.2% | +95.9% |
| 5Y | +83.4% | -77.2% | +160.7% | +97.5% |
| 10Y | +195.7% | +49.5% | +146.2% | +166.4% |
| All | +680.5% | +675.0% | +5.4% | +435.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 all: compounded portfolio wealth divided by compounded LULU 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…
all analysis · Full analysis span regression · 6 months rolling