+202.4%
JNJ vs FAST
+509.1%
-306.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | +2.7% | -0.4% | +3.0% | +2.8% |
| 30D | +7.4% | -0.8% | +8.2% | +7.5% |
| 3M | +21.2% | +5.8% | +15.5% | +19.4% |
| 6M | +13.4% | +8.0% | +5.4% | +10.8% |
| YTD | +35.1% | +25.6% | +9.5% | +26.7% |
| 1Y | +57.4% | +0.8% | +56.6% | +55.9% |
| 3Y | +86.8% | +86.1% | +0.7% | +54.7% |
| 5Y | +80.8% | +100.2% | -19.4% | +44.4% |
| All | +202.4% | +509.1% | -306.7% | +82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling