+89.8%
JNJ vs USAR
+74.0%
+15.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.2% |
| 7D | +2.7% | -2.1% | +4.8% | +2.7% |
| 30D | +7.4% | +2.6% | +4.8% | +7.4% |
| 3M | +21.2% | -35.0% | +56.2% | +21.0% |
| 6M | +13.4% | -6.9% | +20.3% | +13.4% |
| YTD | +35.1% | +48.0% | -12.9% | +35.5% |
| 1Y | +57.4% | +24.8% | +32.6% | +58.1% |
| 3Y | +86.8% | +73.2% | +13.5% | +74.3% |
| All | +89.8% | +74.0% | +15.8% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling