+84.2%
JNJ vs UMAC
+473.8%
-389.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.3% |
| 7D | -3.5% | -3.4% | -0.1% | -3.5% |
| 30D | +2.3% | -15.1% | +17.4% | +2.3% |
| 3M | +12.0% | -10.8% | +22.8% | +12.1% |
| 6M | +10.5% | +15.7% | -5.2% | +10.5% |
| YTD | +30.4% | +80.1% | -49.7% | +30.4% |
| 1Y | +52.1% | +116.7% | -64.6% | +52.0% |
| All | +84.2% | +473.8% | -389.5% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 3y: compounded portfolio wealth divided by compounded UMAC 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…
3y analysis · Full analysis span regression · 6 months rolling