+8,714.1%
JNJ vs FAST
+76,279.5%
-67,565.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +1.1% | +2.1% | -1.0% | +0.8% |
| 30D | +6.9% | +6.9% | 0.0% | +5.8% |
| 3M | +8.0% | +4.8% | +3.2% | +7.2% |
| 6M | +24.3% | +19.8% | +4.5% | +20.7% |
| YTD | +35.6% | +34.9% | +0.7% | +28.9% |
| 1Y | +51.1% | +32.8% | +18.3% | +43.9% |
| 3Y | +98.3% | +93.7% | +4.5% | +76.6% |
| 5Y | +94.3% | +105.3% | -11.0% | +70.2% |
| 10Y | +214.9% | +595.4% | -380.4% | +126.8% |
| All | +8,714.1% | +76,279.5% | -67,565.4% | +3,060.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling