+83.7%
JNJ vs USB
+40.0%
+43.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | +2.7% | +1.4% | +1.2% | +2.5% |
| 30D | +7.4% | -1.3% | +8.7% | +7.5% |
| 3M | +21.2% | +15.2% | +6.0% | +19.3% |
| 6M | +13.4% | +18.8% | -5.4% | +11.2% |
| YTD | +35.1% | +21.0% | +14.1% | +32.0% |
| 1Y | +57.4% | +34.0% | +23.4% | +51.9% |
| 3Y | +86.8% | +95.3% | -8.6% | +70.7% |
| All | +83.7% | +40.0% | +43.6% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling