+80.0%
JNJ vs UAL
+131.8%
-51.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -2.2% |
| 7D | -0.8% | +3.5% | -4.2% | -0.8% |
| 30D | +4.3% | -16.5% | +20.8% | +4.6% |
| 3M | +16.5% | +2.8% | +13.7% | +16.3% |
| 6M | +13.1% | +17.6% | -4.4% | +12.6% |
| YTD | +32.1% | -3.2% | +35.3% | +31.9% |
| 1Y | +54.5% | +0.4% | +54.0% | +54.0% |
| 3Y | +82.5% | +128.2% | -45.6% | +76.1% |
| 5Y | +80.0% | +137.7% | -57.7% | +72.4% |
| All | +80.0% | +131.8% | -51.8% | +72.4% |
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