+690.2%
JNJ vs SPXU
-100.0%
+790.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -1.9% |
| 7D | -0.8% | -1.5% | +0.7% | -1.0% |
| 30D | +4.3% | +3.7% | +0.6% | +5.0% |
| 3M | +16.5% | -9.6% | +26.1% | +14.7% |
| 6M | +13.1% | -32.4% | +45.5% | +6.4% |
| YTD | +32.1% | -28.7% | +60.8% | +25.5% |
| 1Y | +54.5% | -38.2% | +92.7% | +43.5% |
| 3Y | +82.5% | -80.4% | +163.0% | +42.3% |
| 5Y | +80.0% | -86.0% | +166.0% | +41.0% |
| 10Y | +195.7% | -99.5% | +295.2% | +38.8% |
| All | +690.2% | -100.0% | +790.2% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling