+51.2%
JNJ vs UNP
+44.1%
+7.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.4% |
| 7D | +1.9% | +3.6% | -1.7% | +1.2% |
| 30D | +9.2% | +11.4% | -2.1% | +6.9% |
| 3M | +8.9% | +4.6% | +4.3% | +7.8% |
| 6M | +24.6% | +18.3% | +6.3% | +20.3% |
| YTD | +35.7% | +35.4% | +0.3% | +29.7% |
| 1Y | +51.2% | +42.6% | +8.6% | +45.8% |
| All | +51.2% | +44.1% | +7.1% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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