+192.5%
JNJ vs FLEX
+1,128.1%
-935.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.2% | -7.5% | -0.6% |
| 7D | -3.5% | +5.7% | -9.2% | -3.8% |
| 30D | +2.3% | -7.0% | +9.3% | +2.6% |
| 3M | +12.0% | -23.8% | +35.8% | +13.1% |
| 6M | +10.5% | +82.6% | -72.2% | +4.6% |
| YTD | +30.4% | +91.6% | -61.2% | +22.8% |
| 1Y | +52.1% | +100.6% | -48.4% | +42.5% |
| 3Y | +77.8% | +479.8% | -402.0% | +48.6% |
| 5Y | +82.9% | +746.5% | -663.6% | +44.3% |
| All | +192.5% | +1,128.1% | -935.6% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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