+584.5%
JNJ vs FERG
+1,335.0%
-750.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.2% |
| 7D | -0.8% | +3.4% | -4.1% | -0.9% |
| 30D | +4.3% | -11.5% | +15.8% | +4.8% |
| 3M | +16.5% | +1.3% | +15.2% | +16.4% |
| 6M | +13.1% | -1.0% | +14.1% | +13.1% |
| YTD | +32.1% | +3.2% | +28.9% | +31.8% |
| 1Y | +54.5% | -3.0% | +57.4% | +54.4% |
| 3Y | +82.5% | +55.0% | +27.5% | +78.3% |
| 5Y | +80.0% | +72.6% | +7.4% | +74.3% |
| 10Y | +195.7% | +358.9% | -163.3% | +173.2% |
| All | +584.5% | +1,335.0% | -750.6% | +524.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling