+83.7%
JNJ vs FIVE
+31.2%
+52.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.3% | -1.2% |
| 7D | +2.7% | +4.3% | -1.6% | +2.6% |
| 30D | +7.4% | +12.5% | -5.1% | +7.2% |
| 3M | +21.2% | +31.2% | -10.0% | +20.8% |
| 6M | +13.4% | +14.4% | -1.0% | +13.2% |
| YTD | +35.1% | +33.9% | +1.2% | +34.5% |
| 1Y | +57.4% | +65.1% | -7.6% | +56.1% |
| 3Y | +86.8% | +49.0% | +37.8% | +87.7% |
| All | +83.7% | +31.2% | +52.4% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling