+97.0%
JNJ vs USAR
-19.4%
+116.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.8% |
| 7D | +3.5% | -0.8% | +4.2% | +3.5% |
| 30D | +12.5% | -20.9% | +33.5% | +12.3% |
| 3M | +9.6% | -56.2% | +65.7% | +8.7% |
| 6M | +25.3% | -67.9% | +93.2% | +24.3% |
| YTD | +40.3% | -31.4% | +71.7% | +39.6% |
| 1Y | +49.6% | -45.1% | +94.7% | +48.8% |
| 3Y | +110.8% | -20.3% | +131.1% | +97.4% |
| All | +97.0% | -19.4% | +116.4% | +81.3% |
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