+192.5%
JNJ vs FDX
+182.5%
+10.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.5% | -3.3% | -0.2% | -3.1% |
| 30D | +2.3% | -4.5% | +6.8% | +2.9% |
| 3M | +12.0% | -7.3% | +19.3% | +13.0% |
| 6M | +10.5% | +7.5% | +2.9% | +9.0% |
| YTD | +30.4% | +35.1% | -4.7% | +24.6% |
| 1Y | +52.1% | +71.4% | -19.3% | +40.5% |
| 3Y | +77.8% | +60.8% | +17.0% | +63.0% |
| 5Y | +82.9% | +65.5% | +17.4% | +64.3% |
| All | +192.5% | +182.5% | +10.1% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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