+221.6%
JNJ vs FITB
+212.2%
+9.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | +3.5% | +2.8% | +0.7% | +3.1% |
| 30D | +12.5% | +9.8% | +2.7% | +11.1% |
| 3M | +9.6% | -5.2% | +14.7% | +10.3% |
| 6M | +25.3% | +17.3% | +8.0% | +22.4% |
| YTD | +40.3% | +19.3% | +21.0% | +36.3% |
| 1Y | +49.6% | +32.7% | +17.0% | +43.1% |
| 3Y | +110.8% | +141.6% | -30.8% | +82.6% |
| 5Y | +99.1% | +48.9% | +50.3% | +82.5% |
| All | +221.6% | +212.2% | +9.5% | +157.6% |
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