+82.7%
JNJ vs FDS
-23.5%
+106.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.4% |
| 7D | -3.0% | -8.8% | +5.8% | -1.9% |
| 30D | +2.5% | -1.4% | +3.9% | +2.6% |
| 3M | +13.2% | +13.9% | -0.6% | +11.3% |
| 6M | +11.3% | +27.4% | -16.1% | +7.7% |
| YTD | +31.1% | -2.5% | +33.6% | +31.6% |
| 1Y | +54.3% | -23.8% | +78.1% | +61.5% |
| 3Y | +81.1% | -32.5% | +113.6% | +92.2% |
| 5Y | +82.7% | -23.2% | +105.9% | +82.9% |
| All | +82.7% | -23.5% | +106.2% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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