+219.1%
JNJ vs FIVE
+505.3%
-286.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | +4.1% | +2.4% | +1.7% | +3.9% |
| 30D | +14.0% | +15.8% | -1.8% | +12.9% |
| 3M | +9.2% | +3.8% | +5.4% | +8.9% |
| 6M | +27.8% | +18.5% | +9.2% | +26.0% |
| YTD | +39.2% | +31.2% | +8.0% | +36.0% |
| 1Y | +49.1% | +61.8% | -12.7% | +43.6% |
| 3Y | +109.7% | +39.9% | +69.8% | +102.1% |
| 5Y | +97.6% | +18.3% | +79.3% | +90.6% |
| All | +219.1% | +505.3% | -286.2% | +166.3% |
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