+219.1%
JNJ vs F
+64.3%
+154.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.4% |
| 7D | +4.1% | -3.9% | +8.0% | +4.5% |
| 30D | +14.0% | -0.5% | +14.5% | +14.1% |
| 3M | +9.2% | -12.9% | +22.1% | +10.6% |
| 6M | +27.8% | +1.5% | +26.2% | +27.0% |
| YTD | +39.2% | -5.0% | +44.2% | +39.0% |
| 1Y | +49.1% | -7.3% | +56.5% | +49.2% |
| 3Y | +109.7% | +45.3% | +64.4% | +96.5% |
| 5Y | +97.6% | -15.8% | +113.3% | +93.4% |
| All | +219.1% | +64.3% | +154.8% | +155.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling