+8,947.0%
JNJ vs FDX
+4,207.2%
+4,739.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +4.1% | +0.8% | +3.3% | +4.0% |
| 30D | +14.0% | +9.9% | +4.2% | +12.3% |
| 3M | +9.2% | -1.9% | +11.1% | +9.5% |
| 6M | +27.8% | +6.1% | +21.7% | +26.2% |
| YTD | +39.2% | +38.8% | +0.4% | +31.0% |
| 1Y | +49.1% | +50.0% | -0.9% | +38.5% |
| 3Y | +109.7% | +71.0% | +38.6% | +87.0% |
| 5Y | +97.6% | +72.5% | +25.1% | +72.1% |
| 10Y | +214.1% | +153.1% | +61.0% | +144.2% |
| All | +8,947.0% | +4,207.2% | +4,739.8% | +3,756.3% |
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