+8,682.5%
JNJ vs F
+639.5%
+8,042.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | +2.7% | +5.3% | -2.6% | +2.0% |
| 30D | +7.4% | +4.6% | +2.8% | +6.7% |
| 3M | +21.2% | -3.7% | +24.9% | +21.6% |
| 6M | +13.4% | +16.8% | -3.4% | +10.6% |
| YTD | +35.1% | +15.3% | +19.8% | +31.9% |
| 1Y | +57.4% | +31.0% | +26.4% | +50.8% |
| 3Y | +86.8% | +45.4% | +41.3% | +73.8% |
| 5Y | +80.8% | +54.7% | +26.1% | +62.5% |
| 10Y | +202.7% | +98.2% | +104.5% | +152.9% |
| All | +8,682.5% | +639.5% | +8,042.9% | +4,605.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling