+54.9%
JNJ vs FFIV
+22.0%
+32.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.4% |
| 7D | -4.3% | +1.6% | -6.0% | -4.2% |
| 30D | +3.0% | -3.7% | +6.8% | +2.9% |
| 3M | +12.2% | +2.0% | +10.3% | +12.2% |
| 6M | +10.5% | +39.3% | -28.8% | +11.3% |
| YTD | +30.8% | +56.1% | -25.3% | +31.8% |
| 1Y | +54.9% | +22.0% | +33.0% | +57.5% |
| All | +54.9% | +22.0% | +32.9% | +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