+192.5%
JNJ vs FANG
+182.5%
+10.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.5% | +2.9% | -6.4% | -3.6% |
| 30D | +2.3% | +2.6% | -0.3% | +2.2% |
| 3M | +12.0% | +7.6% | +4.4% | +11.5% |
| 6M | +10.5% | +17.3% | -6.9% | +9.4% |
| YTD | +30.4% | +38.7% | -8.3% | +28.0% |
| 1Y | +52.1% | +51.6% | +0.5% | +48.6% |
| 3Y | +77.8% | +50.0% | +27.8% | +72.5% |
| 5Y | +82.9% | +237.6% | -154.7% | +67.6% |
| All | +192.5% | +182.5% | +10.0% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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