+192.5%
JNJ vs LYB
+48.3%
+144.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.2% |
| 7D | -3.5% | +0.3% | -3.8% | -3.5% |
| 30D | +2.3% | +2.5% | -0.2% | +1.9% |
| 3M | +12.0% | +1.4% | +10.6% | +11.6% |
| 6M | +10.5% | -3.5% | +14.0% | +10.0% |
| YTD | +30.4% | +52.0% | -21.6% | +21.3% |
| 1Y | +52.1% | +22.1% | +30.1% | +45.7% |
| 3Y | +77.8% | -22.8% | +100.6% | +80.4% |
| 5Y | +82.9% | -3.4% | +86.3% | +76.3% |
| All | +192.5% | +48.3% | +144.3% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 10y: compounded portfolio wealth divided by compounded LYB 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…
10y analysis · Full analysis span regression · 6 months rolling