+8,714.1%
JNJ vs FICO
+78,645.2%
-69,931.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | +6.9% | +3.3% | +3.5% | +6.5% |
| 3M | +8.0% | -31.7% | +39.7% | +10.1% |
| 6M | +24.3% | -34.0% | +58.3% | +26.8% |
| YTD | +35.6% | -58.3% | +93.9% | +42.1% |
| 1Y | +51.1% | -57.9% | +109.0% | +58.2% |
| 3Y | +98.3% | -24.1% | +122.3% | +96.2% |
| 5Y | +94.3% | +85.3% | +9.0% | +77.9% |
| 10Y | +214.9% | +520.3% | -305.3% | +163.3% |
| All | +8,714.1% | +78,645.2% | -69,931.1% | +6,118.1% |
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 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