+84.2%
JNJ vs AUR
-35.1%
+119.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -3.5% | +1.4% | -4.9% | -3.5% |
| 30D | +2.3% | -6.4% | +8.7% | +2.3% |
| 3M | +12.0% | +7.7% | +4.3% | +11.9% |
| 6M | +10.5% | +44.5% | -34.0% | +10.4% |
| YTD | +30.4% | +67.4% | -37.1% | +30.2% |
| 1Y | +52.1% | +15.4% | +36.7% | +52.1% |
| 3Y | +77.8% | +94.8% | -17.0% | +77.2% |
| All | +84.2% | -35.1% | +119.2% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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