+51.2%
JNJ vs FFIV
+33.5%
+17.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.8% |
| 7D | +1.9% | -9.8% | +11.7% | +1.2% |
| 30D | +9.2% | -28.1% | +37.3% | +6.7% |
| 3M | +8.9% | -20.0% | +28.9% | +7.6% |
| 6M | +24.6% | -0.1% | +24.6% | +24.7% |
| YTD | +35.7% | +29.2% | +6.5% | +38.7% |
| 1Y | +51.2% | +36.6% | +14.6% | +57.5% |
| All | +51.2% | +33.5% | +17.7% | +57.5% |
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