+84.2%
JNJ vs USAR
+68.6%
+15.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.8% |
| 7D | -3.0% | -4.4% | +1.5% | -3.0% |
| 30D | +2.5% | -10.4% | +12.9% | +2.4% |
| 3M | +13.2% | -18.4% | +31.6% | +13.2% |
| 6M | +11.3% | -8.8% | +20.1% | +11.2% |
| YTD | +31.1% | +43.4% | -12.2% | +31.4% |
| 1Y | +54.3% | +21.0% | +33.3% | +54.9% |
| 3Y | +81.1% | +67.7% | +13.4% | +69.1% |
| All | +84.2% | +68.6% | +15.6% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling