+57.4%
JNJ vs FIG
-56.9%
+114.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.2% | -1.2% |
| 7D | +2.7% | -16.3% | +19.0% | +2.4% |
| 30D | +7.4% | -14.3% | +21.7% | +7.1% |
| 3M | +21.2% | +7.2% | +14.1% | +21.0% |
| 6M | +13.4% | -18.6% | +32.0% | +13.1% |
| YTD | +35.1% | -35.5% | +70.6% | +34.3% |
| 1Y | +57.4% | -55.8% | +113.2% | +56.9% |
| All | +57.4% | -56.9% | +114.3% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 1y: compounded portfolio wealth divided by compounded FIG 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…
1y analysis · Full analysis span regression · 6 months rolling