+8,682.5%
JNJ vs UNP
+9,690.0%
-1,007.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +2.7% | -5.3% | +8.0% | +3.9% |
| 30D | +7.4% | -1.5% | +8.9% | +7.7% |
| 3M | +21.2% | +10.3% | +11.0% | +18.5% |
| 6M | +13.4% | +9.7% | +3.7% | +10.8% |
| YTD | +35.1% | +27.1% | +8.0% | +27.6% |
| 1Y | +57.4% | +32.6% | +24.9% | +47.1% |
| 3Y | +86.8% | +40.0% | +46.8% | +71.2% |
| 5Y | +80.8% | +50.8% | +30.0% | +60.9% |
| 10Y | +202.7% | +278.6% | -75.9% | +114.9% |
| All | +8,682.5% | +9,690.0% | -1,007.5% | +2,484.4% |
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