+83.4%
JNJ vs FCEL
-91.3%
+174.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | -0.3% |
| 7D | -4.3% | +6.3% | -10.6% | -4.3% |
| 30D | +3.0% | -18.8% | +21.8% | +3.0% |
| 3M | +12.2% | -3.8% | +16.1% | +12.1% |
| 6M | +10.5% | +121.1% | -110.7% | +10.2% |
| YTD | +30.8% | +113.3% | -82.5% | +30.5% |
| 1Y | +54.9% | +173.5% | -118.6% | +54.2% |
| 3Y | +80.7% | -63.9% | +144.6% | +80.8% |
| 5Y | +83.4% | -90.7% | +174.1% | +82.1% |
| All | +83.4% | -91.3% | +174.7% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling