+948.5%
JNJ vs UPS
+237.3%
+711.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -1.8% |
| 7D | -0.8% | -2.1% | +1.4% | -0.3% |
| 30D | +4.3% | -2.3% | +6.6% | +4.9% |
| 3M | +16.5% | -5.2% | +21.7% | +17.6% |
| 6M | +13.1% | +1.4% | +11.7% | +12.0% |
| YTD | +32.1% | +6.1% | +26.0% | +29.2% |
| 1Y | +54.5% | +27.0% | +27.5% | +44.3% |
| 3Y | +82.5% | -25.9% | +108.5% | +90.4% |
| 5Y | +80.0% | -34.6% | +114.6% | +89.8% |
| 10Y | +195.7% | +36.2% | +159.5% | +145.6% |
| All | +948.5% | +237.3% | +711.2% | +583.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling