+86.5%
JNJ vs FAST
+86.1%
+0.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | +2.7% | -0.4% | +3.0% | +2.7% |
| 30D | +7.4% | -0.8% | +8.2% | +7.5% |
| 3M | +21.2% | +5.8% | +15.5% | +20.2% |
| 6M | +13.4% | +8.0% | +5.4% | +12.0% |
| YTD | +35.1% | +25.6% | +9.5% | +30.5% |
| 1Y | +57.4% | +0.8% | +56.6% | +57.0% |
| All | +86.5% | +86.1% | +0.4% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling