+100.9%
JNJ vs UNP
+39.6%
+61.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +3.5% | +4.2% | -0.8% | +2.6% |
| 30D | +12.5% | +5.6% | +7.0% | +11.3% |
| 3M | +9.6% | +2.0% | +7.5% | +9.1% |
| 6M | +25.3% | +15.4% | +9.9% | +21.7% |
| YTD | +40.3% | +32.7% | +7.6% | +32.4% |
| 1Y | +49.6% | +39.4% | +10.2% | +39.9% |
| 3Y | +110.8% | +54.3% | +56.5% | +92.4% |
| All | +100.9% | +39.6% | +61.4% | +84.9% |
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