+8,902.0%
JNJ vs F
+533.3%
+8,368.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.1% |
| 7D | +4.3% | -0.6% | +4.9% | +4.4% |
| 30D | +7.9% | +2.9% | +5.0% | +7.5% |
| 3M | +9.4% | -9.5% | +18.8% | +10.6% |
| 6M | +28.8% | +4.0% | +24.8% | +27.5% |
| YTD | +38.5% | -1.3% | +39.8% | +37.7% |
| 1Y | +54.6% | -1.9% | +56.6% | +53.7% |
| 3Y | +108.4% | +53.5% | +54.9% | +92.6% |
| 5Y | +99.6% | -15.1% | +114.8% | +94.4% |
| 10Y | +207.8% | +81.0% | +126.8% | +159.7% |
| All | +8,902.0% | +533.3% | +8,368.7% | +4,811.7% |
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