+192.5%
JNJ vs UL
+66.7%
+125.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -3.5% | -3.4% | -0.1% | -2.5% |
| 30D | +2.3% | +0.5% | +1.8% | +2.2% |
| 3M | +12.0% | +7.2% | +4.7% | +9.5% |
| 6M | +10.5% | -3.1% | +13.5% | +11.1% |
| YTD | +30.4% | -2.7% | +33.1% | +30.8% |
| 1Y | +52.1% | -10.2% | +62.4% | +56.1% |
| 3Y | +77.8% | +20.3% | +57.5% | +66.0% |
| 5Y | +82.9% | +19.9% | +63.0% | +68.7% |
| All | +192.5% | +66.7% | +125.8% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling