+574.4%
JNJ vs URA
-31.1%
+605.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | +2.7% | +1.1% | +1.6% | +2.6% |
| 30D | +7.4% | +7.4% | 0.0% | +6.7% |
| 3M | +21.2% | -8.4% | +29.6% | +21.7% |
| 6M | +13.4% | -12.7% | +26.1% | +14.0% |
| YTD | +35.1% | +7.8% | +27.3% | +33.0% |
| 1Y | +57.4% | +19.5% | +38.0% | +52.6% |
| 3Y | +86.8% | +116.4% | -29.7% | +67.1% |
| 5Y | +80.8% | +134.3% | -53.5% | +55.6% |
| 10Y | +202.7% | +359.3% | -156.5% | +123.0% |
| All | +574.4% | -31.1% | +605.5% | +509.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling