+110.6%
JNJ vs U
-43.9%
+154.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | +3.0% | -4.1% | +7.1% | +3.0% |
| 3M | +12.2% | +57.8% | -45.6% | +12.3% |
| 6M | +10.5% | +103.5% | -93.1% | +10.4% |
| YTD | +30.8% | -4.8% | +35.5% | +31.0% |
| 1Y | +54.9% | -2.4% | +57.3% | +55.2% |
| 3Y | +80.7% | +11.7% | +69.0% | +80.3% |
| 5Y | +83.4% | -68.9% | +152.3% | +79.9% |
| All | +110.6% | -43.9% | +154.5% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling