+208.3%
JNJ vs URI
+1,189.1%
-980.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | +5.5% | -6.0% | +11.5% | +6.0% |
| 30D | +7.4% | +4.6% | +2.8% | +6.9% |
| 3M | +7.8% | -2.7% | +10.5% | +7.9% |
| 6M | +28.2% | +18.4% | +9.9% | +25.6% |
| YTD | +37.9% | +37.4% | +0.5% | +32.2% |
| 1Y | +52.4% | +30.4% | +22.0% | +46.9% |
| 3Y | +107.7% | +147.9% | -40.3% | +82.3% |
| 5Y | +96.5% | +202.1% | -105.5% | +64.9% |
| 10Y | +208.3% | +1,182.4% | -974.2% | +115.3% |
| All | +208.3% | +1,189.1% | -980.8% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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