+77.8%
JNJ vs UMC
+261.2%
-183.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -0.2% |
| 7D | -3.5% | +9.0% | -12.5% | -3.1% |
| 30D | +2.3% | +17.2% | -14.9% | +3.1% |
| 3M | +12.0% | +11.4% | +0.6% | +12.5% |
| 6M | +10.5% | +137.5% | -127.0% | +11.9% |
| YTD | +30.4% | +193.1% | -162.7% | +32.5% |
| 1Y | +52.1% | +240.3% | -188.2% | +54.8% |
| 3Y | +77.8% | +262.2% | -184.4% | +76.1% |
| All | +77.8% | +261.2% | -183.4% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling