+82.5%
JNJ vs FFIV
+141.9%
-59.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -0.8% | -1.5% | +0.8% | -0.8% |
| 30D | +4.3% | -2.7% | +7.0% | +4.3% |
| 3M | +16.5% | -1.7% | +18.2% | +16.4% |
| 6M | +13.1% | +36.1% | -23.0% | +13.0% |
| YTD | +32.1% | +52.6% | -20.5% | +31.8% |
| 1Y | +54.5% | +21.5% | +33.0% | +54.7% |
| 3Y | +82.5% | +142.7% | -60.1% | +69.1% |
| All | +82.5% | +141.9% | -59.4% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling