+54.3%
JNJ vs U
-6.3%
+60.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -3.0% | +4.4% | -7.3% | -2.8% |
| 30D | +2.5% | -1.3% | +3.8% | +2.5% |
| 3M | +13.2% | +49.6% | -36.3% | +15.4% |
| 6M | +11.3% | +100.2% | -88.9% | +14.5% |
| YTD | +31.1% | -3.7% | +34.8% | +32.9% |
| 1Y | +54.3% | -6.5% | +60.8% | +55.1% |
| All | +54.3% | -6.3% | +60.6% | +55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling