+104.7%
LLY vs JNJ
+88.3%
+16.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.3% |
| 7D | -2.1% | +2.7% | -4.8% | -3.4% |
| 30D | -1.6% | +7.4% | -9.0% | -4.9% |
| 3M | +2.3% | +21.2% | -18.9% | -6.0% |
| 6M | +14.9% | +13.4% | +1.5% | +8.3% |
| YTD | +7.5% | +35.1% | -27.7% | -4.7% |
| 1Y | +55.7% | +57.4% | -1.7% | +31.5% |
| All | +104.7% | +88.3% | +16.3% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling