+95.0%
JNJ vs UAL
+109.3%
-14.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.4% |
| 7D | +1.1% | +8.2% | -7.0% | +0.9% |
| 30D | +6.9% | +2.3% | +4.5% | +6.8% |
| 3M | +8.0% | -12.7% | +20.7% | +8.2% |
| 6M | +24.3% | +12.7% | +11.6% | +23.8% |
| YTD | +35.6% | +0.8% | +34.8% | +35.2% |
| 1Y | +51.1% | +17.8% | +33.3% | +50.0% |
| 3Y | +98.3% | +206.7% | -108.4% | +88.8% |
| All | +95.0% | +109.3% | -14.3% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling