+221.6%
JNJ vs URI
+1,173.3%
-951.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | +3.5% | +6.7% | -3.3% | +2.8% |
| 30D | +12.5% | +8.9% | +3.7% | +11.5% |
| 3M | +9.6% | +0.5% | +9.0% | +9.3% |
| 6M | +25.3% | +20.7% | +4.7% | +22.5% |
| YTD | +40.3% | +40.0% | +0.3% | +34.2% |
| 1Y | +49.6% | +34.4% | +15.2% | +43.7% |
| 3Y | +110.8% | +149.5% | -38.7% | +84.9% |
| 5Y | +99.1% | +205.6% | -106.4% | +66.8% |
| All | +221.6% | +1,173.3% | -951.7% | +121.8% |
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