+1,631.7%
JNJ vs URI
+7,982.2%
-6,350.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.9% | -4.7% | +1.6% |
| 7D | +4.3% | -4.0% | +8.3% | +4.6% |
| 30D | +7.9% | +6.8% | +1.1% | +7.3% |
| 3M | +9.4% | -2.8% | +12.2% | +9.4% |
| 6M | +28.8% | +20.9% | +8.0% | +26.4% |
| YTD | +38.5% | +40.2% | -1.7% | +33.6% |
| 1Y | +54.6% | +34.1% | +20.5% | +49.7% |
| 3Y | +108.4% | +164.1% | -55.7% | +88.1% |
| 5Y | +99.6% | +199.3% | -99.7% | +75.9% |
| 10Y | +207.8% | +1,218.8% | -1,011.1% | +131.0% |
| All | +1,631.7% | +7,982.2% | -6,350.4% | +949.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling