+51.2%
JNJ vs FIG
-52.3%
+103.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.2% | -1.4% | +3.9% |
| 7D | +1.9% | -4.7% | +6.6% | +1.9% |
| 30D | +9.2% | +0.5% | +8.7% | +9.2% |
| 3M | +8.9% | -18.4% | +27.3% | +8.6% |
| 6M | +24.6% | +10.9% | +13.7% | +25.3% |
| YTD | +35.7% | -40.8% | +76.4% | +33.1% |
| 1Y | +51.2% | -51.7% | +102.9% | +49.5% |
| All | +51.2% | -52.3% | +103.5% | +49.5% |
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