+9,018.2%
JNJ vs FITB
+2,860.1%
+6,158.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.2% |
| 3M | +9.6% | -5.2% | +14.7% | +10.3% |
| 6M | +25.3% | +17.3% | +8.0% | +22.7% |
| YTD | +40.3% | +19.3% | +21.0% | +36.8% |
| 1Y | +49.6% | +32.7% | +17.0% | +43.9% |
| 3Y | +110.8% | +141.6% | -30.8% | +86.3% |
| 5Y | +99.1% | +48.9% | +50.3% | +84.2% |
| 10Y | +216.6% | +216.5% | +0.1% | +155.1% |
| All | +9,018.2% | +2,860.1% | +6,158.1% | +3,561.1% |
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