+1,052.0%
JNJ vs UMC
+292.9%
+759.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.7% | -1.1% |
| 7D | -3.0% | +13.6% | -16.6% | -4.0% |
| 30D | +2.5% | +20.8% | -18.2% | +0.9% |
| 3M | +13.2% | +16.1% | -2.9% | +10.8% |
| 6M | +11.3% | +137.3% | -126.0% | +1.7% |
| YTD | +31.1% | +193.8% | -162.6% | +17.1% |
| 1Y | +54.3% | +236.1% | -181.8% | +36.0% |
| 3Y | +81.1% | +267.1% | -186.0% | +56.7% |
| 5Y | +82.7% | +145.3% | -62.5% | +61.8% |
| 10Y | +196.5% | +1,857.3% | -1,660.8% | +105.2% |
| All | +1,052.0% | +292.9% | +759.1% | +646.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling