+587.1%
JNJ vs URA
-49.7%
+636.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | +1.5% | +2.9% | -1.4% | +1.2% |
| 30D | +6.3% | -10.8% | +17.1% | +7.2% |
| 3M | +8.5% | -25.5% | +34.0% | +10.7% |
| 6M | +28.0% | -41.2% | +69.2% | +32.8% |
| YTD | +37.7% | -21.3% | +58.9% | +38.5% |
| 1Y | +47.9% | -25.7% | +73.6% | +49.4% |
| 3Y | +107.4% | +43.1% | +64.3% | +92.2% |
| 5Y | +97.7% | +35.6% | +62.2% | +81.2% |
| 10Y | +210.7% | +281.3% | -70.6% | +129.8% |
| All | +587.1% | -49.7% | +636.8% | +535.5% |
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