+17,561.1%
LLY vs JNJ
+8,850.6%
+8,710.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.1% |
| 7D | -2.1% | +2.7% | -4.8% | -3.8% |
| 30D | -1.6% | +7.4% | -9.0% | -6.0% |
| 3M | +2.3% | +21.2% | -18.9% | -9.6% |
| 6M | +14.9% | +13.4% | +1.5% | +6.2% |
| YTD | +7.5% | +35.1% | -27.7% | -11.3% |
| 1Y | +55.7% | +57.4% | -1.7% | +16.5% |
| 3Y | +110.6% | +86.8% | +23.8% | +38.6% |
| 5Y | +363.4% | +80.8% | +282.6% | +210.6% |
| 10Y | +1,649.0% | +202.7% | +1,446.2% | +733.9% |
| All | +17,561.1% | +8,850.6% | +8,710.5% | +1,020.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling