+25.3%
JNJ vs FIG
+1.5%
+23.9%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.7% |
| 7D | +3.5% | +3.4% | 0.0% | +3.3% |
| 30D | +12.5% | -9.5% | +22.0% | +12.8% |
| 3M | +9.6% | -26.2% | +35.8% | +10.1% |
| 6M | +25.3% | +2.7% | +22.6% | +25.3% |
| All | +25.3% | +1.5% | +23.9% | +25.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling