+57.4%
JNJ vs FCEL
+269.1%
-211.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.1% | -1.1% |
| 7D | +2.7% | -15.8% | +18.5% | +2.4% |
| 30D | +7.4% | -29.3% | +36.7% | +6.7% |
| 3M | +21.2% | -30.1% | +51.4% | +20.7% |
| 6M | +13.4% | +74.4% | -61.0% | +15.3% |
| YTD | +35.1% | +104.5% | -69.4% | +38.2% |
| 1Y | +57.4% | +281.4% | -223.9% | +68.3% |
| All | +57.4% | +269.1% | -211.7% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 1y: compounded portfolio wealth divided by compounded FCEL 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…
1y analysis · Full analysis span regression · 6 months rolling