+8,589.6%
JNJ vs USB
+8,119.9%
+469.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -1.1% |
| 7D | -1.0% | -1.5% | +0.4% | -0.8% |
| 30D | +6.9% | +4.3% | +2.6% | +6.1% |
| 3M | +6.2% | -6.1% | +12.3% | +7.4% |
| 6M | +22.0% | +9.4% | +12.6% | +19.9% |
| YTD | +33.7% | +15.2% | +18.5% | +29.9% |
| 1Y | +49.7% | +32.8% | +17.0% | +41.7% |
| 3Y | +96.0% | +91.3% | +4.7% | +71.4% |
| 5Y | +91.6% | +22.7% | +68.9% | +78.4% |
| 10Y | +210.5% | +97.0% | +113.5% | +156.7% |
| All | +8,589.6% | +8,119.9% | +469.7% | +3,649.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling