+221.6%
JNJ vs FDX
+155.8%
+65.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | +3.5% | +5.2% | -1.7% | +2.7% |
| 30D | +12.5% | +11.3% | +1.3% | +10.9% |
| 3M | +9.6% | -4.1% | +13.7% | +10.1% |
| 6M | +25.3% | +9.6% | +15.7% | +23.5% |
| YTD | +40.3% | +40.9% | -0.6% | +33.2% |
| 1Y | +49.6% | +53.0% | -3.4% | +40.5% |
| 3Y | +110.8% | +74.1% | +36.7% | +91.1% |
| 5Y | +99.1% | +75.1% | +24.0% | +77.6% |
| All | +221.6% | +155.8% | +65.8% | +156.2% |
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