+2,077.5%
LLY vs JNJ
+216.3%
+1,861.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.6% |
| 7D | +6.6% | +3.5% | +3.2% | +4.2% |
| 30D | +19.4% | +12.5% | +6.9% | +10.3% |
| 3M | +19.6% | +9.6% | +10.0% | +12.3% |
| 6M | +42.6% | +25.3% | +17.2% | +22.5% |
| YTD | +35.0% | +40.3% | -5.3% | +7.7% |
| 1Y | +42.0% | +49.6% | -7.6% | +8.6% |
| 3Y | +140.5% | +110.8% | +29.7% | +42.6% |
| 5Y | +479.9% | +99.1% | +380.8% | +257.0% |
| All | +2,077.5% | +216.3% | +1,861.2% | +853.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 JNJ 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