+192.5%
JNJ vs FERG
+351.3%
-158.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -3.5% | -2.6% | -0.9% | -3.4% |
| 30D | +2.3% | -8.9% | +11.2% | +2.9% |
| 3M | +12.0% | -2.0% | +14.0% | +12.0% |
| 6M | +10.5% | -3.2% | +13.7% | +10.5% |
| YTD | +30.4% | +1.5% | +28.9% | +30.0% |
| 1Y | +52.1% | +0.5% | +51.7% | +51.6% |
| 3Y | +77.8% | +50.4% | +27.4% | +71.4% |
| 5Y | +82.9% | +68.7% | +14.2% | +73.7% |
| All | +192.5% | +351.3% | -158.8% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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