+49.6%
JNJ vs FICO
-59.4%
+109.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +3.5% | +2.2% | +1.2% | +3.4% |
| 30D | +12.5% | +0.1% | +12.5% | +12.5% |
| 3M | +9.6% | -35.2% | +44.7% | +11.8% |
| 6M | +25.3% | -32.4% | +57.7% | +29.2% |
| YTD | +40.3% | -57.4% | +97.7% | +44.2% |
| 1Y | +49.6% | -58.5% | +108.2% | +54.2% |
| All | +49.6% | -59.4% | +109.1% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling