+106.8%
JNJ vs FDX
+73.6%
+33.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | +1.5% | -2.1% | +3.5% | +1.6% |
| 30D | +6.3% | +10.4% | -4.1% | +5.5% |
| 3M | +8.5% | +0.5% | +8.0% | +8.3% |
| 6M | +28.0% | +6.5% | +21.5% | +27.1% |
| YTD | +37.7% | +40.2% | -2.6% | +33.9% |
| 1Y | +47.9% | +52.1% | -4.2% | +43.0% |
| All | +106.8% | +73.6% | +33.2% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling