+1,798.2%
JNJ vs FE
+561.4%
+1,236.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.0% |
| 7D | +2.7% | +1.9% | +0.7% | +2.1% |
| 30D | +7.4% | -1.2% | +8.5% | +7.7% |
| 3M | +21.2% | +3.5% | +17.7% | +20.0% |
| 6M | +13.4% | -6.1% | +19.5% | +15.3% |
| YTD | +35.1% | +7.6% | +27.5% | +32.2% |
| 1Y | +57.4% | +11.9% | +45.5% | +52.2% |
| 3Y | +86.8% | +48.4% | +38.3% | +65.7% |
| 5Y | +80.8% | +44.8% | +36.0% | +60.3% |
| 10Y | +202.7% | +115.9% | +86.9% | +131.0% |
| All | +1,798.2% | +561.4% | +1,236.7% | +777.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling