+85.3%
JNJ vs UMAC
+508.0%
-422.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | -0.8% |
| 7D | -3.0% | +3.3% | -6.2% | -2.9% |
| 30D | +2.5% | -10.4% | +12.9% | +2.5% |
| 3M | +13.2% | +1.8% | +11.5% | +13.4% |
| 6M | +11.3% | +40.7% | -29.5% | +11.3% |
| YTD | +31.1% | +90.9% | -59.8% | +31.1% |
| 1Y | +54.3% | +151.8% | -97.4% | +54.2% |
| All | +85.3% | +508.0% | -422.7% | +82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling