+57.4%
JNJ vs F
+31.3%
+26.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | +2.7% | +5.3% | -2.6% | +2.5% |
| 30D | +7.4% | +4.6% | +2.8% | +7.2% |
| 3M | +21.2% | -3.7% | +24.9% | +21.6% |
| 6M | +13.4% | +16.8% | -3.4% | +12.0% |
| YTD | +35.1% | +15.3% | +19.8% | +33.2% |
| 1Y | +57.4% | +31.0% | +26.4% | +53.8% |
| All | +57.4% | +31.3% | +26.1% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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