+1,549.9%
LLY vs JNJ
+196.0%
+1,353.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -2.9% | -3.5% | +0.6% | -0.6% |
| 30D | -8.4% | +2.3% | -10.8% | -9.8% |
| 3M | -3.8% | +12.0% | -15.7% | -10.7% |
| 6M | +11.9% | +10.5% | +1.5% | +4.9% |
| YTD | +4.3% | +30.4% | -26.1% | -12.5% |
| 1Y | +48.5% | +52.1% | -3.7% | +12.4% |
| 3Y | +91.2% | +77.8% | +13.4% | +28.0% |
| 5Y | +387.5% | +82.9% | +304.6% | +217.9% |
| All | +1,549.9% | +196.0% | +1,353.9% | +661.3% |
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