+43.8%
UNP vs JCI
+163.4%
-119.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -1.7% | +4.1% | -5.8% | -2.7% |
| 30D | -2.1% | -3.8% | +1.7% | -1.3% |
| 3M | +5.4% | -1.6% | +7.1% | +5.6% |
| 6M | +13.4% | +9.5% | +3.9% | +9.9% |
| YTD | +25.0% | +21.7% | +3.2% | +17.5% |
| 1Y | +34.6% | +37.1% | -2.6% | +21.7% |
| All | +43.8% | +163.4% | -119.6% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 3y: compounded portfolio wealth divided by compounded JCI 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…
3y analysis · Full analysis span regression · 6 months rolling