+82.5%
JNJ vs USAR
+73.6%
+8.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -0.8% | +2.3% | -3.1% | -0.7% |
| 30D | +4.3% | -8.6% | +13.0% | +4.2% |
| 3M | +16.5% | -20.5% | +37.0% | +16.4% |
| 6M | +13.1% | +1.2% | +11.9% | +13.2% |
| YTD | +32.1% | +48.4% | -16.3% | +32.5% |
| 1Y | +54.5% | +30.6% | +23.9% | +55.2% |
| 3Y | +82.5% | +73.6% | +8.9% | +78.9% |
| All | +82.5% | +73.6% | +8.9% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling