+8,682.5%
JNJ vs FICO
+104,095.6%
-95,413.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -16.7% | +15.5% | 0.0% |
| 7D | +2.7% | -19.2% | +21.9% | +4.1% |
| 30D | +7.4% | -14.6% | +22.0% | +8.4% |
| 3M | +21.2% | -20.1% | +41.3% | +22.8% |
| 6M | +13.4% | -36.3% | +49.7% | +16.2% |
| YTD | +35.1% | -44.9% | +80.0% | +39.7% |
| 1Y | +57.4% | -38.6% | +96.1% | +61.1% |
| 3Y | +86.8% | +4.0% | +82.8% | +81.7% |
| 5Y | +80.8% | +99.5% | -18.7% | +65.7% |
| 10Y | +202.7% | +604.7% | -401.9% | +151.8% |
| All | +8,682.5% | +104,095.6% | -95,413.1% | +6,010.6% |
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