+193.4%
JNJ vs FITB
+288.7%
-95.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -4.3% | -1.0% | -3.4% | -4.2% |
| 30D | +3.0% | -5.5% | +8.5% | +3.8% |
| 3M | +12.2% | +4.1% | +8.1% | +11.5% |
| 6M | +10.5% | +18.7% | -8.3% | +7.6% |
| YTD | +30.8% | +18.2% | +12.6% | +27.2% |
| 1Y | +54.9% | +23.7% | +31.3% | +49.6% |
| 3Y | +80.7% | +130.8% | -50.1% | +57.4% |
| 5Y | +83.4% | +69.8% | +13.6% | +64.3% |
| All | +193.4% | +288.7% | -95.3% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling