+195.7%
JNJ vs FAST
+506.4%
-310.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -0.8% | +1.3% | -2.1% | -1.1% |
| 30D | +4.3% | -4.7% | +9.1% | +5.5% |
| 3M | +16.5% | +7.9% | +8.6% | +14.1% |
| 6M | +13.1% | +7.4% | +5.7% | +10.7% |
| YTD | +32.1% | +25.1% | +7.1% | +24.0% |
| 1Y | +54.5% | +4.7% | +49.8% | +51.5% |
| 3Y | +82.5% | +94.7% | -12.2% | +49.3% |
| 5Y | +80.0% | +106.8% | -26.7% | +42.4% |
| 10Y | +195.7% | +507.7% | -312.0% | +78.8% |
| All | +195.7% | +506.4% | -310.7% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FAST 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling