+221.6%
JNJ vs UAL
+80.6%
+141.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.9% |
| 7D | +3.5% | -3.0% | +6.5% | +3.6% |
| 30D | +12.5% | +10.5% | +2.1% | +12.0% |
| 3M | +9.6% | -13.5% | +23.1% | +10.1% |
| 6M | +25.3% | +14.2% | +11.1% | +24.3% |
| YTD | +40.3% | -2.2% | +42.5% | +39.7% |
| 1Y | +49.6% | +12.5% | +37.2% | +48.0% |
| 3Y | +110.8% | +186.8% | -76.0% | +96.2% |
| 5Y | +99.1% | +119.4% | -20.2% | +86.0% |
| All | +221.6% | +80.6% | +141.1% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling