+117.6%
JNJ vs U
-44.5%
+162.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -1.1% |
| 7D | +2.7% | -3.8% | +6.5% | +2.7% |
| 30D | +7.4% | +17.5% | -10.1% | +7.4% |
| 3M | +21.2% | +38.7% | -17.5% | +21.3% |
| 6M | +13.4% | +104.4% | -91.0% | +13.4% |
| YTD | +35.1% | -5.7% | +40.8% | +35.4% |
| 1Y | +57.4% | +3.7% | +53.8% | +57.6% |
| 3Y | +86.8% | +12.3% | +74.4% | +86.3% |
| 5Y | +80.8% | -68.8% | +149.6% | +77.3% |
| All | +117.6% | -44.5% | +162.0% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling