+9,018.2%
JNJ vs UNP
+10,123.3%
-1,105.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +3.5% | +4.2% | -0.8% | +2.5% |
| 30D | +12.5% | +5.6% | +7.0% | +11.2% |
| 3M | +9.6% | +2.0% | +7.5% | +9.0% |
| 6M | +25.3% | +15.4% | +9.9% | +21.2% |
| YTD | +40.3% | +32.7% | +7.6% | +31.1% |
| 1Y | +49.6% | +39.4% | +10.2% | +38.3% |
| 3Y | +110.8% | +54.3% | +56.5% | +89.0% |
| 5Y | +99.1% | +39.6% | +59.5% | +80.4% |
| 10Y | +216.6% | +288.9% | -72.3% | +123.5% |
| All | +9,018.2% | +10,123.3% | -1,105.2% | +2,556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling