+54.5%
JNJ vs URI
+5.1%
+49.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -0.8% | +2.5% | -3.3% | -0.8% |
| 30D | +4.3% | -12.5% | +16.9% | +4.5% |
| 3M | +16.5% | -6.2% | +22.7% | +16.4% |
| 6M | +13.1% | +25.9% | -12.7% | +11.8% |
| YTD | +32.1% | +26.2% | +5.9% | +29.8% |
| 1Y | +54.5% | +5.5% | +49.0% | +53.0% |
| All | +54.5% | +5.1% | +49.3% | +53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling