+107.7%
JNJ vs FICO
-24.1%
+131.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.5% |
| 7D | +5.5% | +0.9% | +4.6% | +5.5% |
| 30D | +7.4% | +9.4% | -2.1% | +7.2% |
| 3M | +7.8% | -30.4% | +38.2% | +8.5% |
| 6M | +28.2% | -35.1% | +63.3% | +29.7% |
| YTD | +37.9% | -56.8% | +94.6% | +39.0% |
| 1Y | +52.4% | -58.4% | +110.8% | +53.6% |
| 3Y | +107.7% | -26.7% | +134.3% | +96.0% |
| All | +107.7% | -24.1% | +131.7% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling