+99.6%
JNJ vs U
-69.7%
+169.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +4.3% | +32.3% | -28.0% | +4.3% |
| 30D | +7.9% | +9.7% | -1.8% | +8.0% |
| 3M | +9.4% | +19.6% | -10.2% | +9.4% |
| 6M | +28.8% | +82.6% | -53.8% | +28.9% |
| YTD | +38.5% | +16.4% | +22.1% | +38.9% |
| 1Y | +54.6% | +28.5% | +26.1% | +54.9% |
| 3Y | +108.4% | +103.8% | +4.6% | +107.1% |
| 5Y | +99.6% | -70.0% | +169.6% | +91.1% |
| All | +99.6% | -69.7% | +169.3% | +91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling