+95.4%
JNJ vs URA
+25.3%
+70.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | +1.5% |
| 7D | +1.1% | -4.1% | +5.2% | +1.1% |
| 30D | +6.9% | -19.0% | +25.9% | +6.6% |
| 3M | +8.0% | -25.1% | +33.2% | +7.7% |
| 6M | +24.3% | -44.5% | +68.8% | +24.0% |
| YTD | +35.6% | -24.3% | +59.9% | +35.3% |
| 1Y | +51.1% | -28.1% | +79.2% | +50.7% |
| 3Y | +98.3% | +40.7% | +57.6% | +95.3% |
| All | +95.4% | +25.3% | +70.1% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling