+778.6%
JNJ vs UAL
+242.1%
+536.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.7% | -1.3% |
| 7D | +2.7% | +0.7% | +2.0% | +2.6% |
| 30D | +7.4% | -16.1% | +23.5% | +8.4% |
| 3M | +21.2% | +6.1% | +15.1% | +20.6% |
| 6M | +13.4% | +10.8% | +2.6% | +12.3% |
| YTD | +35.1% | -0.4% | +35.5% | +34.4% |
| 1Y | +57.4% | +5.0% | +52.4% | +55.9% |
| 3Y | +86.8% | +124.0% | -37.2% | +74.1% |
| 5Y | +80.8% | +141.0% | -60.2% | +65.5% |
| 10Y | +202.7% | +118.0% | +84.7% | +167.4% |
| All | +778.6% | +242.1% | +536.6% | +561.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling