+57.4%
JNJ vs FFIV
+25.9%
+31.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.2% |
| 7D | +2.7% | -1.0% | +3.6% | +2.6% |
| 30D | +7.4% | -5.1% | +12.4% | +7.1% |
| 3M | +21.2% | -4.5% | +25.7% | +20.9% |
| 6M | +13.4% | +36.5% | -23.1% | +14.2% |
| YTD | +35.1% | +53.0% | -17.8% | +36.2% |
| 1Y | +57.4% | +24.2% | +33.2% | +60.6% |
| All | +57.4% | +25.9% | +31.5% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling