+8,847.8%
JNJ vs FAST
+79,883.0%
-71,035.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | +1.5% | +4.3% | -2.8% | +0.8% |
| 30D | +6.3% | +8.3% | -2.0% | +5.0% |
| 3M | +8.5% | +6.5% | +2.0% | +7.3% |
| 6M | +28.0% | +29.5% | -1.5% | +22.8% |
| YTD | +37.7% | +41.3% | -3.6% | +29.9% |
| 1Y | +47.9% | +37.4% | +10.5% | +40.1% |
| 3Y | +107.4% | +98.5% | +8.9% | +84.0% |
| 5Y | +97.7% | +111.1% | -13.4% | +72.4% |
| 10Y | +210.7% | +548.6% | -337.9% | +125.7% |
| All | +8,847.8% | +79,883.0% | -71,035.2% | +3,085.4% |
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