+800.6%
JNJ vs UAL
+269.7%
+530.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.8% | -4.6% | +1.7% |
| 7D | +4.3% | +10.2% | -5.9% | +3.7% |
| 30D | +7.9% | +12.0% | -4.1% | +7.2% |
| 3M | +9.4% | -7.1% | +16.4% | +9.7% |
| 6M | +28.8% | +20.9% | +7.9% | +27.0% |
| YTD | +38.5% | +7.7% | +30.9% | +37.1% |
| 1Y | +54.6% | +23.6% | +31.1% | +51.7% |
| 3Y | +108.4% | +222.6% | -114.2% | +90.1% |
| 5Y | +99.6% | +127.9% | -28.3% | +83.5% |
| 10Y | +207.8% | +100.2% | +107.6% | +173.3% |
| All | +800.6% | +269.7% | +530.9% | +574.6% |
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