+196.5%
JNJ vs URA
+369.2%
-172.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.7% |
| 7D | -3.0% | +5.7% | -8.7% | -3.2% |
| 30D | +2.5% | +5.6% | -3.1% | +2.2% |
| 3M | +13.2% | +6.2% | +7.0% | +12.7% |
| 6M | +11.3% | -8.2% | +19.5% | +11.4% |
| YTD | +31.1% | +9.7% | +21.5% | +29.6% |
| 1Y | +54.3% | +17.0% | +37.3% | +51.3% |
| 3Y | +81.1% | +118.5% | -37.3% | +66.5% |
| 5Y | +82.7% | +134.3% | -51.6% | +62.4% |
| 10Y | +196.5% | +377.5% | -181.0% | +116.7% |
| All | +196.5% | +369.2% | -172.8% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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