+97.7%
JNJ vs FDX
+77.4%
+20.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.6% |
| 3M | +8.5% | +0.5% | +8.0% | +8.4% |
| 6M | +28.0% | +6.5% | +21.5% | +27.3% |
| YTD | +37.7% | +40.2% | -2.6% | +34.3% |
| 1Y | +47.9% | +52.1% | -4.2% | +43.5% |
| 3Y | +107.4% | +72.8% | +34.6% | +98.1% |
| 5Y | +97.7% | +76.3% | +21.5% | +88.1% |
| All | +97.7% | +77.4% | +20.3% | +88.1% |
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