+49.6%
JNJ vs FIG
-55.0%
+104.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.8% |
| 7D | +3.5% | +3.4% | 0.0% | +3.5% |
| 30D | +12.5% | -9.5% | +22.0% | +12.5% |
| 3M | +9.6% | -26.2% | +35.8% | +9.2% |
| 6M | +25.3% | +2.7% | +22.6% | +26.4% |
| YTD | +40.3% | -48.0% | +88.3% | +35.9% |
| 1Y | +49.6% | -52.0% | +101.7% | +44.9% |
| All | +49.6% | -55.0% | +104.6% | +44.9% |
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