+82.5%
JNJ vs U
+11.6%
+70.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.2% |
| 7D | -0.8% | +4.5% | -5.2% | -0.7% |
| 30D | +4.3% | -0.6% | +4.9% | +4.3% |
| 3M | +16.5% | +48.4% | -31.9% | +17.0% |
| 6M | +13.1% | +115.4% | -102.2% | +13.9% |
| YTD | +32.1% | -3.2% | +35.3% | +33.0% |
| 1Y | +54.5% | -6.0% | +60.5% | +55.5% |
| 3Y | +82.5% | +13.5% | +69.1% | +80.6% |
| All | +82.5% | +11.6% | +70.9% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling