+49.6%
JNJ vs U
+33.7%
+16.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.5% | +1.1% |
| 7D | +3.5% | +2.6% | +0.9% | +3.6% |
| 30D | +12.5% | +27.6% | -15.0% | +14.1% |
| 3M | +9.6% | +15.3% | -5.8% | +10.7% |
| 6M | +25.3% | +96.4% | -71.1% | +29.9% |
| YTD | +40.3% | +19.6% | +20.7% | +44.7% |
| 1Y | +49.6% | +42.1% | +7.5% | +54.8% |
| All | +49.6% | +33.7% | +16.0% | +54.8% |
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