+8,682.5%
JNJ vs FDX
+4,233.7%
+4,448.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.1% |
| 7D | +2.7% | -2.5% | +5.2% | +3.1% |
| 30D | +7.4% | +3.8% | +3.6% | +6.7% |
| 3M | +21.2% | -1.3% | +22.5% | +21.3% |
| 6M | +13.4% | +5.0% | +8.4% | +12.0% |
| YTD | +35.1% | +39.6% | -4.5% | +27.1% |
| 1Y | +57.4% | +81.1% | -23.7% | +41.6% |
| 3Y | +86.8% | +63.0% | +23.7% | +67.9% |
| 5Y | +80.8% | +65.6% | +15.2% | +58.5% |
| 10Y | +202.7% | +183.4% | +19.4% | +130.7% |
| All | +8,682.5% | +4,233.7% | +4,448.8% | +3,641.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling