+210.7%
JNJ vs FICO
+544.1%
-333.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.5% | +4.0% | -2.5% | +1.1% |
| 30D | +6.3% | -1.5% | +7.8% | +6.3% |
| 3M | +8.5% | -29.8% | +38.3% | +11.4% |
| 6M | +28.0% | -33.3% | +61.2% | +31.8% |
| YTD | +37.7% | -56.9% | +94.6% | +47.7% |
| 1Y | +47.9% | -59.5% | +107.4% | +59.8% |
| 3Y | +107.4% | -26.9% | +134.3% | +99.6% |
| 5Y | +97.7% | +92.9% | +4.8% | +56.0% |
| 10Y | +210.7% | +539.5% | -328.8% | +84.7% |
| All | +210.7% | +544.1% | -333.5% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling