+51.2%
JNJ vs UMC
+112.5%
-61.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.1% | +5.9% | +3.7% |
| 7D | +1.9% | -14.7% | +16.6% | +0.8% |
| 30D | +9.2% | -32.9% | +42.1% | +6.2% |
| 3M | +8.9% | -22.2% | +31.1% | +7.3% |
| 6M | +24.6% | +25.9% | -1.3% | +23.8% |
| YTD | +35.7% | +107.9% | -72.3% | +36.7% |
| 1Y | +51.2% | +115.0% | -63.8% | +52.9% |
| All | +51.2% | +112.5% | -61.3% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling