+210.7%
JNJ vs USB
+84.9%
+125.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.5% | -0.5% | +2.0% | +1.6% |
| 30D | +6.3% | +5.7% | +0.6% | +5.2% |
| 3M | +8.5% | -4.7% | +13.2% | +9.4% |
| 6M | +28.0% | +13.4% | +14.6% | +24.7% |
| YTD | +37.7% | +17.0% | +20.7% | +32.9% |
| 1Y | +47.9% | +32.4% | +15.6% | +39.3% |
| 3Y | +107.4% | +101.7% | +5.7% | +75.8% |
| 5Y | +97.7% | +24.4% | +73.3% | +84.5% |
| 10Y | +210.7% | +83.6% | +127.1% | +165.1% |
| All | +210.7% | +84.9% | +125.8% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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