+221.6%
JNJ vs FFIV
+118.6%
+103.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.1% |
| 7D | +3.5% | -0.5% | +4.0% | +3.5% |
| 30D | +12.5% | -32.4% | +44.9% | +17.0% |
| 3M | +9.6% | -25.7% | +35.3% | +12.4% |
| 6M | +25.3% | -13.5% | +38.8% | +25.8% |
| YTD | +40.3% | +21.1% | +19.2% | +33.9% |
| 1Y | +49.6% | +29.4% | +20.2% | +41.4% |
| 3Y | +110.8% | +94.9% | +15.9% | +81.3% |
| 5Y | +99.1% | +34.7% | +64.4% | +81.2% |
| All | +221.6% | +118.6% | +103.1% | +153.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling