+796.4%
JNJ vs UAL
+270.3%
+526.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +5.5% | +12.5% | -7.0% | +4.8% |
| 30D | +7.4% | +12.2% | -4.8% | +6.6% |
| 3M | +7.8% | -2.6% | +10.4% | +7.8% |
| 6M | +28.2% | +21.1% | +7.2% | +26.4% |
| YTD | +37.9% | +7.8% | +30.0% | +36.4% |
| 1Y | +52.4% | +25.4% | +27.0% | +49.4% |
| 3Y | +107.7% | +217.3% | -109.7% | +89.6% |
| 5Y | +96.5% | +132.9% | -36.3% | +80.4% |
| 10Y | +208.3% | +101.1% | +107.1% | +173.7% |
| All | +796.4% | +270.3% | +526.1% | +571.4% |
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 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