+476.1%
JNJ vs FANG
+1,412.9%
-936.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.5% | +2.9% | -6.4% | -3.7% |
| 30D | +2.3% | +2.6% | -0.3% | +2.1% |
| 3M | +12.0% | +7.6% | +4.4% | +11.4% |
| 6M | +10.5% | +17.3% | -6.9% | +9.2% |
| YTD | +30.4% | +38.7% | -8.3% | +27.6% |
| 1Y | +52.1% | +51.6% | +0.5% | +48.0% |
| 3Y | +77.8% | +50.0% | +27.8% | +71.7% |
| 5Y | +82.9% | +237.6% | -154.7% | +65.5% |
| 10Y | +194.8% | +180.7% | +14.1% | +154.0% |
| All | +476.1% | +1,412.9% | -936.8% | +342.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling