+192.5%
JNJ vs UPS
+37.9%
+154.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -3.5% | -2.0% | -1.5% | -3.1% |
| 30D | +2.3% | -2.0% | +4.3% | +2.7% |
| 3M | +12.0% | -6.2% | +18.2% | +13.2% |
| 6M | +10.5% | +2.8% | +7.7% | +9.2% |
| YTD | +30.4% | +5.9% | +24.5% | +27.9% |
| 1Y | +52.1% | +26.2% | +25.9% | +43.4% |
| 3Y | +77.8% | -26.0% | +103.8% | +85.4% |
| 5Y | +82.9% | -34.3% | +117.2% | +91.9% |
| All | +192.5% | +37.9% | +154.6% | +120.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling