+83.4%
JNJ vs UNP
+51.6%
+31.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -4.3% | -1.2% | -3.2% | -4.1% |
| 30D | +3.0% | -2.0% | +5.0% | +3.4% |
| 3M | +12.2% | +7.5% | +4.7% | +10.6% |
| 6M | +10.5% | +15.3% | -4.9% | +7.3% |
| YTD | +30.8% | +25.4% | +5.4% | +24.9% |
| 1Y | +54.9% | +35.6% | +19.3% | +45.6% |
| 3Y | +80.7% | +44.1% | +36.5% | +67.2% |
| 5Y | +83.4% | +54.0% | +29.5% | +66.5% |
| All | +83.4% | +51.6% | +31.8% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling