+83.7%
JNJ vs USAR
+58.5%
+25.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | -0.3% |
| 7D | -4.3% | -9.3% | +5.0% | -4.4% |
| 30D | +3.0% | -15.2% | +18.2% | +2.9% |
| 3M | +12.2% | -21.1% | +33.3% | +12.1% |
| 6M | +10.5% | -21.6% | +32.0% | +10.3% |
| YTD | +30.8% | +34.8% | -4.0% | +31.0% |
| 1Y | +54.9% | +15.6% | +39.3% | +55.4% |
| 3Y | +80.7% | +57.7% | +22.9% | +68.6% |
| All | +83.7% | +58.5% | +25.2% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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