+71.0%
UBER vs JNJ
+137.1%
-66.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | -7.0% | -3.0% | -4.1% | -6.5% |
| 30D | -8.9% | +2.5% | -11.4% | -9.3% |
| 3M | +1.0% | +13.2% | -12.3% | -1.3% |
| 6M | -3.7% | +11.3% | -15.0% | -5.7% |
| YTD | -13.0% | +31.1% | -44.1% | -17.7% |
| 1Y | -25.5% | +54.3% | -79.9% | -32.2% |
| 3Y | +50.5% | +81.1% | -30.7% | +30.6% |
| 5Y | +76.2% | +82.7% | -6.6% | +50.9% |
| All | +71.0% | +137.1% | -66.1% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 JNJ 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