+95.0%
JNJ vs F
-12.6%
+107.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.5% |
| 7D | +1.1% | +1.6% | -0.4% | +1.0% |
| 30D | +6.9% | +2.6% | +4.2% | +6.7% |
| 3M | +8.0% | -8.8% | +16.8% | +8.6% |
| 6M | +24.3% | +4.6% | +19.7% | +23.6% |
| YTD | +35.6% | -1.9% | +37.5% | +35.2% |
| 1Y | +51.1% | -0.8% | +51.8% | +50.4% |
| 3Y | +98.3% | +43.5% | +54.8% | +90.8% |
| All | +95.0% | -12.6% | +107.6% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling