+67.0%
JNJ vs FIG
-74.1%
+141.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.8% |
| 7D | -3.0% | -14.5% | +11.5% | -3.2% |
| 30D | +2.5% | -13.3% | +15.8% | +2.3% |
| 3M | +13.2% | +7.4% | +5.8% | +13.5% |
| 6M | +11.3% | -27.8% | +39.1% | +10.8% |
| YTD | +31.1% | -41.1% | +72.2% | +30.1% |
| 1Y | +54.3% | -58.7% | +113.0% | +52.4% |
| All | +67.0% | -74.1% | +141.1% | +61.9% |
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 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