+87.3%
JNJ vs UAL
+131.3%
-44.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.7% | -1.2% |
| 7D | +2.7% | +0.7% | +2.0% | +2.7% |
| 30D | +7.4% | -16.1% | +23.5% | +7.5% |
| 3M | +21.2% | +6.1% | +15.1% | +21.0% |
| 6M | +13.4% | +10.8% | +2.6% | +13.1% |
| YTD | +35.1% | -0.4% | +35.5% | +34.8% |
| 1Y | +57.4% | +5.0% | +52.4% | +56.9% |
| All | +87.3% | +131.3% | -44.0% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling