+8,682.5%
JNJ vs UL
+2,661.1%
+6,021.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | +2.7% | -1.3% | +4.0% | +3.1% |
| 30D | +7.4% | +0.5% | +6.9% | +7.2% |
| 3M | +21.2% | +17.6% | +3.6% | +15.3% |
| 6M | +13.4% | -5.4% | +18.8% | +14.8% |
| YTD | +35.1% | +0.7% | +34.4% | +34.1% |
| 1Y | +57.4% | -9.3% | +66.7% | +60.9% |
| 3Y | +86.8% | +24.5% | +62.2% | +72.7% |
| 5Y | +80.8% | +23.2% | +57.6% | +65.1% |
| 10Y | +202.7% | +64.5% | +138.3% | +148.2% |
| All | +8,682.5% | +2,661.1% | +6,021.4% | +2,383.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling