+2,229.8%
JNJ vs FDS
+9,502.8%
-7,273.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.7% |
| 7D | +2.7% | -1.9% | +4.6% | +2.9% |
| 30D | +7.4% | +9.0% | -1.6% | +6.1% |
| 3M | +21.2% | +18.9% | +2.4% | +18.2% |
| 6M | +13.4% | +35.1% | -21.7% | +8.2% |
| YTD | +35.1% | +5.5% | +29.6% | +32.7% |
| 1Y | +57.4% | -16.8% | +74.2% | +59.2% |
| 3Y | +86.8% | -28.1% | +114.8% | +91.7% |
| 5Y | +80.8% | -17.4% | +98.2% | +81.0% |
| 10Y | +202.7% | +85.4% | +117.3% | +171.6% |
| All | +2,229.8% | +9,502.8% | -7,273.0% | +1,460.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling