+390.2%
LLY vs JNJ
+79.4%
+310.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.5% |
| 7D | -3.1% | -3.0% | -0.1% | -1.4% |
| 30D | -8.6% | +2.5% | -11.1% | -9.9% |
| 3M | -1.6% | +13.2% | -14.9% | -8.1% |
| 6M | +11.8% | +11.3% | +0.6% | +5.4% |
| YTD | +5.1% | +31.1% | -26.0% | -9.1% |
| 1Y | +50.7% | +54.3% | -3.6% | +19.8% |
| 3Y | +95.7% | +81.1% | +14.5% | +41.7% |
| 5Y | +390.2% | +82.7% | +307.4% | +272.0% |
| All | +390.2% | +79.4% | +310.8% | +272.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling