+94.7%
JNJ vs FGI
-74.8%
+169.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -25.2% | +26.0% | +0.8% |
| 7D | +3.5% | -14.4% | +17.9% | +3.5% |
| 30D | +12.5% | -11.8% | +24.3% | +12.5% |
| 3M | +9.6% | -46.2% | +55.8% | +9.6% |
| 6M | +25.3% | +5.2% | +20.2% | +25.3% |
| YTD | +40.3% | +10.5% | +29.8% | +40.2% |
| 1Y | +49.6% | +25.5% | +24.2% | +49.5% |
| 3Y | +110.8% | -16.0% | +126.8% | +110.3% |
| All | +94.7% | -74.8% | +169.5% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling