+8,947.0%
JNJ vs FITB
+2,827.5%
+6,119.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% |
| 3M | +9.2% | -6.3% | +15.5% | +10.1% |
| 6M | +27.8% | +12.6% | +15.2% | +25.8% |
| YTD | +39.2% | +18.0% | +21.2% | +35.9% |
| 1Y | +49.1% | +28.9% | +20.2% | +43.9% |
| 3Y | +109.7% | +139.4% | -29.7% | +85.6% |
| 5Y | +97.6% | +47.2% | +50.4% | +83.0% |
| 10Y | +214.1% | +213.0% | +1.1% | +153.4% |
| All | +8,947.0% | +2,827.5% | +6,119.5% | +3,537.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling