+2,318.9%
JNJ vs FDS
+10,480.1%
-8,161.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +3.5% | +1.5% | +2.0% | +3.2% |
| 30D | +12.5% | +14.8% | -2.3% | +10.5% |
| 3M | +9.6% | +16.3% | -6.7% | +7.1% |
| 6M | +25.3% | +66.2% | -40.9% | +16.5% |
| YTD | +40.3% | +16.2% | +24.1% | +35.7% |
| 1Y | +49.6% | +21.8% | +27.8% | +43.7% |
| 3Y | +110.8% | -23.9% | +134.7% | +114.4% |
| 5Y | +99.1% | -23.1% | +122.2% | +100.9% |
| 10Y | +216.6% | +128.7% | +87.9% | +176.6% |
| All | +2,318.9% | +10,480.1% | -8,161.2% | +1,495.6% |
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