+198.8%
JNJ vs FE
+111.4%
+87.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | +4.3% | -2.1% | +6.5% | +5.0% |
| 3M | +16.5% | +2.6% | +13.9% | +15.6% |
| 6M | +13.1% | -6.8% | +19.9% | +15.4% |
| YTD | +32.1% | +6.9% | +25.3% | +29.4% |
| 1Y | +54.5% | +11.6% | +42.9% | +49.3% |
| 3Y | +82.5% | +47.7% | +34.8% | +61.4% |
| 5Y | +80.0% | +46.2% | +33.8% | +58.4% |
| All | +198.8% | +111.4% | +87.3% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling