+100.9%
JNJ vs USB
+25.1%
+75.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +3.5% | +2.6% | +0.9% | +3.1% |
| 30D | +12.5% | +8.4% | +4.1% | +11.5% |
| 3M | +9.6% | -5.5% | +15.1% | +10.2% |
| 6M | +25.3% | +17.7% | +7.6% | +23.1% |
| YTD | +40.3% | +17.6% | +22.7% | +37.4% |
| 1Y | +49.6% | +33.9% | +15.8% | +44.4% |
| 3Y | +110.8% | +103.8% | +7.0% | +91.8% |
| All | +100.9% | +25.1% | +75.9% | +95.1% |
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 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