+51.1%
JNJ vs USB
+31.9%
+19.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +6.9% | +5.8% | +1.0% | +6.6% |
| 3M | +8.0% | -6.0% | +14.0% | +8.2% |
| 6M | +24.3% | +7.8% | +16.5% | +24.3% |
| YTD | +35.6% | +14.6% | +21.0% | +35.2% |
| 1Y | +51.1% | +31.8% | +19.3% | +52.7% |
| All | +51.1% | +31.9% | +19.1% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling