+51.2%
JNJ vs SPXU
-30.4%
+81.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.9% | +8.7% | +4.1% |
| 7D | +1.9% | +2.2% | -0.2% | +1.7% |
| 30D | +9.2% | +3.8% | +5.5% | +8.8% |
| 3M | +8.9% | +3.3% | +5.6% | +8.5% |
| 6M | +24.6% | -16.7% | +41.3% | +24.8% |
| YTD | +35.7% | -28.6% | +64.3% | +34.7% |
| 1Y | +51.2% | -30.6% | +81.8% | +50.3% |
| All | +51.2% | -30.4% | +81.6% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling