+95.0%
JNJ vs URI
+166.6%
-71.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.4% |
| 7D | +1.1% | -9.8% | +10.9% | +1.4% |
| 30D | +6.9% | +1.7% | +5.1% | +6.8% |
| 3M | +8.0% | -9.1% | +17.1% | +8.3% |
| 6M | +24.3% | +9.9% | +14.4% | +23.7% |
| YTD | +35.6% | +31.2% | +4.4% | +33.9% |
| 1Y | +51.1% | +25.9% | +25.1% | +49.3% |
| 3Y | +98.3% | +147.4% | -49.1% | +88.4% |
| All | +95.0% | +166.6% | -71.5% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling