+82.7%
JNJ vs FDX
+63.0%
+19.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -3.0% | -2.3% | -0.6% | -2.8% |
| 30D | +2.5% | -4.9% | +7.4% | +2.9% |
| 3M | +13.2% | -6.5% | +19.7% | +13.7% |
| 6M | +11.3% | +6.7% | +4.6% | +10.6% |
| YTD | +31.1% | +33.9% | -2.7% | +28.3% |
| 1Y | +54.3% | +72.2% | -17.8% | +48.5% |
| 3Y | +81.1% | +60.2% | +20.9% | +73.8% |
| 5Y | +82.7% | +62.9% | +19.8% | +73.0% |
| All | +82.7% | +63.0% | +19.7% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling