+84.2%
JNJ vs FERG
+67.5%
+16.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.8% |
| 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% | +30.1% |
| 1Y | +52.1% | +0.5% | +51.7% | +51.7% |
| 3Y | +77.8% | +50.4% | +27.4% | +70.5% |
| All | +84.2% | +67.5% | +16.6% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling