+1,068.8%
JNJ vs FFIV
+6,091.4%
-5,022.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.5% |
| 7D | +5.5% | -4.2% | +9.7% | +5.7% |
| 30D | +7.4% | -33.9% | +41.3% | +9.1% |
| 3M | +7.8% | -22.6% | +30.4% | +8.7% |
| 6M | +28.2% | -10.4% | +38.6% | +28.4% |
| YTD | +37.9% | +24.3% | +13.5% | +35.9% |
| 1Y | +52.4% | +31.8% | +20.6% | +49.8% |
| 3Y | +107.7% | +99.5% | +8.1% | +99.6% |
| 5Y | +96.5% | +40.7% | +55.8% | +91.2% |
| 10Y | +208.3% | +126.9% | +81.4% | +192.2% |
| All | +1,068.8% | +6,091.4% | -5,022.6% | +861.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling