+109.1%
JNJ vs FITB
+141.3%
-32.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +4.1% | +0.8% | +3.3% | +4.0% |
| 30D | +14.0% | +7.3% | +6.7% | +13.2% |
| 3M | +9.2% | -6.3% | +15.5% | +9.9% |
| 6M | +27.8% | +12.6% | +15.2% | +26.1% |
| YTD | +39.2% | +18.0% | +21.2% | +36.2% |
| 1Y | +49.1% | +28.9% | +20.2% | +44.5% |
| All | +109.1% | +141.3% | -32.2% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling