+98.3%
JNJ vs FICO
-24.3%
+122.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +1.1% | -0.9% | +2.0% | +1.1% |
| 30D | +6.9% | +3.3% | +3.5% | +6.8% |
| 3M | +8.0% | -31.7% | +39.7% | +8.8% |
| 6M | +24.3% | -34.0% | +58.3% | +25.8% |
| YTD | +35.6% | -58.3% | +93.9% | +36.7% |
| 1Y | +51.1% | -57.9% | +109.0% | +52.3% |
| 3Y | +98.3% | -24.1% | +122.3% | +98.1% |
| All | +98.3% | -24.3% | +122.6% | +98.1% |
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