+82.1%
JNJ vs AUR
-36.7%
+118.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.3% |
| 7D | -4.3% | +0.2% | -4.5% | -4.3% |
| 30D | +3.0% | -8.9% | +11.9% | +3.0% |
| 3M | +12.2% | +4.6% | +7.6% | +12.2% |
| 6M | +10.5% | +44.9% | -34.4% | +10.4% |
| YTD | +30.8% | +64.8% | -34.1% | +30.6% |
| 1Y | +54.9% | +16.4% | +38.6% | +54.8% |
| 3Y | +80.7% | +85.1% | -4.4% | +80.1% |
| 5Y | +83.4% | -36.1% | +119.5% | +83.1% |
| All | +82.1% | -36.7% | +118.8% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling