+83.4%
JNJ vs SPXU
-85.5%
+169.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.2% |
| 7D | -4.3% | +6.4% | -10.7% | -4.0% |
| 30D | +3.0% | +5.9% | -2.9% | +3.4% |
| 3M | +12.2% | -11.7% | +23.9% | +11.5% |
| 6M | +10.5% | -28.7% | +39.1% | +8.4% |
| YTD | +30.8% | -26.4% | +57.1% | +28.6% |
| 1Y | +54.9% | -35.2% | +90.2% | +51.2% |
| 3Y | +80.7% | -79.8% | +160.5% | +62.3% |
| 5Y | +83.4% | -86.1% | +169.5% | +62.1% |
| All | +83.4% | -85.5% | +169.0% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling