+192.5%
JNJ vs FCUV
-98.6%
+291.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.5% | -0.3% |
| 7D | -3.5% | -66.5% | +63.0% | -3.5% |
| 30D | +2.3% | +5.0% | -2.7% | +2.3% |
| 3M | +12.0% | +63.8% | -51.8% | +11.9% |
| 6M | +10.5% | -67.8% | +78.3% | +10.4% |
| YTD | +30.4% | -82.4% | +112.8% | +30.3% |
| 1Y | +52.1% | -94.7% | +146.9% | +52.0% |
| 3Y | +77.8% | -99.3% | +177.1% | +77.6% |
| 5Y | +82.9% | -99.9% | +182.7% | +82.7% |
| All | +192.5% | -98.6% | +291.1% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 10y: compounded portfolio wealth divided by compounded FCUV 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…
10y analysis · Full analysis span regression · 6 months rolling