+207.8%
JNJ vs FIVE
+596.6%
-388.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.5% | +1.8% |
| 7D | +4.3% | +6.2% | -1.9% | +3.8% |
| 30D | +7.9% | +18.2% | -10.3% | +6.7% |
| 3M | +9.4% | +3.8% | +5.5% | +9.0% |
| 6M | +28.8% | +13.7% | +15.1% | +27.4% |
| YTD | +38.5% | +34.7% | +3.8% | +35.1% |
| 1Y | +54.6% | +66.6% | -12.0% | +48.6% |
| 3Y | +108.4% | +44.3% | +64.1% | +100.5% |
| 5Y | +99.6% | +18.8% | +80.8% | +92.8% |
| 10Y | +207.8% | +569.2% | -361.4% | +157.9% |
| All | +207.8% | +596.6% | -388.8% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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