+192.5%
JNJ vs UNP
+285.4%
-92.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -3.5% | -1.8% | -1.7% | -3.0% |
| 30D | +2.3% | -2.7% | +5.0% | +3.0% |
| 3M | +12.0% | +6.5% | +5.5% | +10.0% |
| 6M | +10.5% | +14.4% | -3.9% | +6.4% |
| YTD | +30.4% | +24.8% | +5.6% | +22.5% |
| 1Y | +52.1% | +34.4% | +17.7% | +40.1% |
| 3Y | +77.8% | +43.6% | +34.2% | +59.2% |
| 5Y | +82.9% | +53.2% | +29.7% | +57.9% |
| All | +192.5% | +285.4% | -92.9% | +100.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling