+673.2%
JNJ vs UUUU
-92.5%
+765.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | -0.1% |
| 7D | -4.3% | -5.0% | +0.7% | -4.2% |
| 30D | +3.0% | -7.8% | +10.8% | +3.2% |
| 3M | +12.2% | -0.4% | +12.7% | +12.1% |
| 6M | +10.5% | -32.9% | +43.4% | +11.0% |
| YTD | +30.8% | -6.3% | +37.0% | +30.1% |
| 1Y | +54.9% | +7.9% | +47.0% | +53.2% |
| 3Y | +80.7% | +85.2% | -4.5% | +74.6% |
| 5Y | +83.4% | +97.0% | -13.5% | +74.7% |
| 10Y | +195.7% | +492.6% | -296.9% | +165.4% |
| All | +673.2% | -92.5% | +765.6% | +602.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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