+51.2%
JNJ vs UPS
+29.9%
+21.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.7% | -0.9% | +3.3% |
| 7D | +1.9% | +8.2% | -6.3% | +1.1% |
| 30D | +9.2% | +22.7% | -13.5% | +7.1% |
| 3M | +8.9% | +6.4% | +2.5% | +8.0% |
| 6M | +24.6% | +22.6% | +2.0% | +21.9% |
| YTD | +35.7% | +20.7% | +15.0% | +32.3% |
| 1Y | +51.2% | +30.6% | +20.6% | +47.1% |
| All | +51.2% | +29.9% | +21.3% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 1y: compounded portfolio wealth divided by compounded UPS 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…
1y analysis · Full analysis span regression · 6 months rolling