+83.4%
JNJ vs FGI
-69.8%
+153.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.2% |
| 7D | -0.8% | +5.2% | -5.9% | -0.8% |
| 30D | +4.3% | +65.2% | -60.9% | +4.3% |
| 3M | +16.5% | +30.2% | -13.7% | +16.5% |
| 6M | +13.1% | +87.8% | -74.7% | +13.0% |
| YTD | +32.1% | +32.5% | -0.3% | +32.1% |
| 1Y | +54.5% | +93.6% | -39.1% | +54.1% |
| 3Y | +82.5% | -2.6% | +85.1% | +82.2% |
| All | +83.4% | -69.8% | +153.2% | +83.1% |
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