+8,589.6%
JNJ vs FICO
+78,963.7%
-70,374.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.5% |
| 7D | -1.0% | -0.3% | -0.8% | -1.0% |
| 30D | +6.9% | +1.7% | +5.2% | +6.6% |
| 3M | +6.2% | -35.2% | +41.4% | +8.7% |
| 6M | +22.0% | -33.7% | +55.7% | +24.4% |
| YTD | +33.7% | -58.2% | +91.9% | +40.1% |
| 1Y | +49.7% | -56.6% | +106.3% | +56.4% |
| 3Y | +96.0% | -24.0% | +119.9% | +93.9% |
| 5Y | +91.6% | +86.1% | +5.5% | +75.3% |
| 10Y | +210.5% | +522.8% | -312.3% | +159.5% |
| All | +8,589.6% | +78,963.7% | -70,374.1% | +6,028.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling