+77.3%
JNJ vs FIG
-77.7%
+155.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +4.1% | +2.6% | +1.5% | +4.1% |
| 30D | +14.0% | -13.1% | +27.1% | +13.9% |
| 3M | +9.2% | -20.3% | +29.6% | +9.0% |
| 6M | +27.8% | -2.1% | +29.9% | +28.4% |
| YTD | +39.2% | -49.4% | +88.6% | +38.0% |
| 1Y | +49.1% | -57.0% | +106.1% | +47.4% |
| All | +77.3% | -77.7% | +155.0% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling