+193.4%
JNJ vs FFIV
+238.2%
-44.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -4.3% | +1.6% | -6.0% | -4.5% |
| 30D | +3.0% | -3.7% | +6.8% | +3.4% |
| 3M | +12.2% | +2.0% | +10.3% | +11.6% |
| 6M | +10.5% | +39.3% | -28.8% | +5.1% |
| YTD | +30.8% | +56.1% | -25.3% | +22.1% |
| 1Y | +54.9% | +22.0% | +33.0% | +49.6% |
| 3Y | +80.7% | +148.2% | -67.5% | +52.4% |
| 5Y | +83.4% | +96.3% | -12.9% | +59.0% |
| All | +193.4% | +238.2% | -44.8% | +119.9% |
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